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Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 1968849.30 Agency Collateralized Mortgage Obligation FHLMC_5464C N/A 3137HFVH5 2051-05-25 3.5 N/A 1106464.00 142443.39 Agency Collateralized Mortgage Obligation FHLMC_5508B N/A 3137HJH67 2055-02-25 1.25484 N/A 88811400.00 1350541.48 Agency Collateralized Mortgage Obligation FHLMC_5528B N/A 3137HKR97 2055-04-25 2.35484 N/A 22114797.00 932465.26 Agency Collateralized Mortgage Obligation FHLMC_5651A N/A 3137HQT68 2048-12-25 5 N/A 13882413.00 2251627.93 Agency Collateralized Mortgage Obligation FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 3100000.00 299014.35 Agency Collateralized Mortgage Obligation FHSTR_33 N/A 31352DDR8 2037-10-15 2.09096 N/A 156987.00 453.60 Agency Collateralized Mortgage Obligation FHSTR_400 N/A 3142G42H3 2052-03-25 2 N/A 9600000.00 1105947.48 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.84036 N/A 32968828.00 49488.01 Agency Collateralized Mortgage 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Obligation FNMA_23-39E N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2721664.85 Agency Collateralized Mortgage Obligation FNMA_23-43D N/A 3136BQJW0 2053-05-25 0 N/A 4048591.00 1948432.86 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 4571244.66 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 14407343.80 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.45484 N/A 100014.00 6334.90 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0 N/A 110680678.00 1218.36 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.45484 N/A 12930761.00 724559.63 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 168420.00 73747.22 Agency Collateralized Mortgage Obligation FNMA_25-112A N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 751731.02 Agency Collateralized Mortgage Obligation FNMA_25-112B N/A 3136BYNH1 2055-01-25 0.02 N/A 123134.00 55.73 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 30026.76 Agency Collateralized Mortgage Obligation FNMA_25-82A N/A 3136BXF74 2052-08-25 5.5 N/A 12787962.00 1149159.92 Agency Collateralized Mortgage Obligation FNMA_25-9A N/A 3136BVDD7 2055-03-25 2.15484 N/A 100038.00 7393.11 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149975.00 124470.65 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128LXJE1 2036-01-01 7 N/A 2274.00 23.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M9B92 2038-11-01 5.5 N/A 13836.00 782.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 1842.00 57.21 Agency Mortgage-Backed Securities GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486345.00 10624.21 Agency Collateralized Mortgage Obligation GNMA_14-22 N/A 38379APY0 2043-09-20 1.41237 N/A 36086752.00 27167.84 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 1.39358 N/A 104785743.00 239559.13 Agency Collateralized Mortgage Obligation GNMA_15-126D N/A 38379QGB5 2044-06-20 1.26543 N/A 31229106.00 52238.51 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.82451 N/A 136500000.00 907091.70 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.72451 N/A 13891689.00 50628.54 Agency Collateralized Mortgage Obligation GNMA_18-127A N/A 38380YXX8 2044-07-20 1.34186 N/A 103749492.00 763164.85 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.30601 N/A 25850465.00 87097.85 Agency Collateralized Mortgage Obligation GNMA_19-11D N/A 38381BSJ4 2045-08-20 1.25669 N/A 52945957.00 339394.90 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 1.30563 N/A 39767332.00 321108.67 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 1.17382 N/A 2509218.00 12895.07 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 1756074.49 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.32451 N/A 62390144.00 2209588.53 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.52451 N/A 79415041.00 6699199.78 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 2646062.00 320165.25 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.52451 N/A 8391360.00 695709.45 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 9102627.00 495063.09 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 1848942.38 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 5306.80 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 3.35986 N/A 33152700.00 1710186.88 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106879.00 7.76 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.45986 N/A 14514207.00 670400.36 Agency Collateralized Mortgage Obligation GNMA_23-189A N/A 38384GLV0 2053-12-20 3.40986 N/A 762202.00 22040.45 Agency Collateralized Mortgage Obligation GNMA_23-20C N/A 38383VWK0 2053-02-20 2.63986 N/A 100033.00 7268.92 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 2.55986 N/A 30299593.00 1429053.82 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.80906 N/A 58260358.00 3071462.81 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.7142 N/A 56028086.00 3591804.66 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 2.85986 N/A 115248996.00 3432855.38 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 3.05986 N/A 25859444.00 1487000.04 Agency Collateralized Mortgage Obligation GNMA_24-144J N/A 38384WWD3 2054-01-20 2.10986 N/A 26966122.00 1104239.64 Agency Collateralized Mortgage Obligation GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899916.00 59905.96 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 10276534.00 4976744.85 Agency Collateralized Mortgage Obligation GNMA_24-28B N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 1562704.87 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 3.30986 N/A 100000000.00 3596743.94 Agency Collateralized Mortgage Obligation GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.83831 N/A 50000000.00 3276387.77 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 0.95682 N/A 21860066.00 1508668.43 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 0.96473 N/A 73200000.00 5099072.76 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 0.9815 N/A 27792320.00 1922567.41 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.91764 N/A 36000000.00 2278287.69 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND39 2055-07-20 8.10282 N/A 26204843.00 24894964.56 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 3881308.00 99185.98 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.30986 N/A 31809822.00 1322336.26 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2R1 2053-04-20 2.55986 N/A 95793666.00 5228203.52 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 2.35986 N/A 54715948.00 3105421.62 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBK3 2055-01-20 0 N/A 122013.00 7.38 Agency Collateralized Mortgage Obligation GNMA_25-5K N/A 38385CVU9 2055-01-20 1.50986 N/A 42173400.00 1557228.94 Agency Collateralized Mortgage Obligation GNMA_25-63J N/A 38385E2T0 2055-04-20 1.53986 N/A 49900000.00 1530943.24 Agency Collateralized Mortgage Obligation GNMA_25-82A N/A 38385F3R0 2065-05-20 1.30986 N/A 85482633.00 1340128.78 Agency Collateralized Mortgage Obligation GNMA_26-47J N/A 38385NQF4 2056-03-20 4.89014 N/A 1000.00 899.71 Agency Collateralized Mortgage Obligation GNMA_26-52B N/A 38385NMQ4 2056-03-20 0.35986 N/A 100000000.00 1039329.43 Agency Collateralized Mortgage Obligation GNR_23-66 N/A 38384AQK2 2052-07-20 0 N/A 4831365.00 2853779.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.5 N/A 1000.00 5.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618FSLZ9 2053-10-15 7.5 N/A 1000.00 1040.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618BHJG2 2053-08-15 7 N/A 1300.00 1336.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178DBU4 2042-07-15 3.5 N/A 935827.00 89050.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36177Q6F5 2042-07-15 3.5 N/A 1000.00 53.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176D4N0 2041-06-15 4.75 N/A 4079704.00 237769.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176WZU8 2041-12-15 3.5 N/A 1000.00 160.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178EDM8 2043-05-15 3 N/A 1000.00 122.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618FSKR8 2054-01-15 8 N/A 2388430.00 2470668.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618BHKM7 2053-05-15 7 N/A 1000.00 922.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618FSLF3 2054-01-15 7.5 N/A 1004.00 1023.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178DBW0 2042-07-15 3.5 N/A 582923.00 38036.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178DRP8 2042-12-15 2.5 N/A 55047.00 7791.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176D3R2 2041-05-15 4.75 N/A 17274190.00 110674.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617F2VV6 2052-11-15 6.5 N/A 1000.00 1012.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SYX9 2040-01-20 6 N/A 1000.00 145.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6 N/A 1000.00 1043.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QJT9 2044-07-20 4 N/A 1624000.00 96820.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UQ70 2049-04-20 5 N/A 1124.00 80.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RVF3 2045-12-20 5.5 N/A 1000.00 90.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GWAJ7 2054-05-20 7.5 N/A 1000.00 1051.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5EG0 2055-01-20 5.5 N/A 1008.00 701.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617W2RP5 2039-12-20 5.5 N/A 1188376.00 597948.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UAA0 2048-08-20 5.5 N/A 64132.00 5111.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1000.00 1066.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GWAN8 2054-04-20 7.5 N/A 1000.00 1050.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UEC2 2048-10-20 5.5 N/A 3023450.00 226961.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 1000.00 483.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6 N/A 2143.00 1024.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4 N/A 1000.00 177.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TLV5 2047-11-20 5 N/A 118183.00 12174.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SSV0 2046-12-20 6 N/A 207000.00 26018.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 37285008.00 24629025.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.5 N/A 2000.00 1573.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 3024.00 1880.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 1000.00 1072.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPA63 2056-03-20 6.5 N/A 292595.00 314166.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N3XX7 2056-04-20 6.5 N/A 5489144.00 5869130.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4 N/A 1000.00 520.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36176HR89 2042-05-20 4 N/A 790539.00 83430.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 234125.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179USY9 2049-05-20 6 N/A 443940.00 48253.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU77 2054-04-20 6 N/A 2008.00 1065.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPT89 2056-02-20 7 N/A 434917.00 454291.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8WK6 2055-10-20 6.5 N/A 1000.00 1054.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 3037.00 265.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MC24 2042-05-20 4 N/A 2619137.00 136188.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5 N/A 1000.00 985.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 1732.00 798.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SLY1 2039-04-20 6.5 N/A 121653.00 10153.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NGD4 2038-11-20 6.5 N/A 1000.00 55.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 306903.00 231327.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 2024.00 1335.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179V7F1 2051-02-20 3 N/A 34000.00 11978.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPAZ9 2056-03-20 6.5 N/A 2767352.00 2970297.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 1023.00 243.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FU6 2056-04-20 3.5 N/A 7274024.00 7016715.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPCW4 2056-03-20 6 N/A 2243066.00 2338406.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.5 N/A 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549300M8ZYFG0OCMTT87 3618MHV27 2056-03-20 6.5 N/A 2919960.00 3090814.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TLT0 2047-11-20 4 N/A 1000.00 102.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 1024.00 897.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MYRP4 2056-03-20 6.5 N/A 1000.00 1058.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 1008.00 629.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Q3N9 2045-02-20 5.5 N/A 1863.00 121.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 1000.00 1016.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 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NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VZQ6 2050-12-20 2 N/A 19000.00 8810.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6 N/A 366757.00 173639.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 20284064.00 1627385.79 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 100.00 95.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 5390400.00 5393096.40 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-07 2026-05-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0371 400000000.00 400000000.00 0.0021 N N Y N BNP Paribas SA BNP Paribas SA 3.82000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BN35 2055-09-01 5.5 N/A 1000.00 991.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1001.00 591.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YSD0 2055-01-01 4.5 N/A 1000.00 845.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLZ6 2051-07-01 3 N/A 1000.00 551.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5 N/A 1000.00 812.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWVR7 2056-03-01 5.5 N/A 1025.00 1040.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BXS9 2055-10-01 5 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31427AUC9 2055-09-01 5.5 N/A 1000.00 1005.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTVP8 2055-01-01 4.5 N/A 2015.00 1739.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 2000.00 1071.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1004.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GW2A6 2055-11-01 5 N/A 1040.00 1014.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1000.00 963.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NWQ9 2055-05-01 6.5 N/A 1000.00 1034.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JQW1 2055-11-01 5 N/A 1000.00 991.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNC92 2043-07-01 3 N/A 1000.00 130.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WYW4 2055-08-01 6.5 N/A 1000.00 715.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.5 N/A 1000.00 864.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.5 N/A 1000.00 732.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 1039.00 755.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QMP4 2055-10-01 5.5 N/A 1000.00 960.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.5 N/A 1000.00 508.71 Agency 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S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.5 N/A 1000.00 188.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVFY6 2055-01-01 6 N/A 1024.00 922.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0KQ4 2053-09-01 6.5 N/A 1024.00 718.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5 N/A 1000.00 985.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMZ57 2051-10-01 2.5 N/A 1000.00 598.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.5 N/A 1000.00 816.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CG81 2055-01-01 5.5 N/A 1000.00 999.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BCW4 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2.3503 N/A 76400829.00 628297.52 Agency Collateralized Mortgage Obligation FHLMC_4794B N/A 3137F5MK2 2043-03-15 2.223535 N/A 200002.00 1486.11 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 2.088843 N/A 43734086.00 510513.04 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 10996.85 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1102351.65 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659455.00 596037.31 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1099461.45 Agency Collateralized Mortgage Obligation FHLMC_5095B N/A 3137FXZS0 2051-04-25 3 N/A 1524541.00 171071.36 Agency Collateralized Mortgage Obligation FHLMC_5135C N/A 3137H1RF5 2048-05-25 2.5 N/A 25600000.00 2419512.51 Agency Collateralized Mortgage Obligation FHLMC_5175A N/A 3137H4NP1 2051-12-25 2.5 N/A 5237500.00 386062.49 Agency Collateralized Mortgage Obligation FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 5357143.00 2355891.61 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 2725995.56 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 34186177.00 20947414.08 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP6N8 2051-11-25 5.5 N/A 2852763.00 425681.74 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20472076.00 2101951.44 Agency Collateralized Mortgage Obligation FHLMC_5663 N/A 3137HRL64 2056-05-25 4.5 N/A 1000.00 970.01 Agency Collateralized Mortgage Obligation FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1123.00 38.87 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.84036 N/A 42412200.00 45784.07 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.99036 N/A 94696183.00 262283.10 Agency 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316138.97 Agency Collateralized Mortgage Obligation FNMA_19-M12 N/A 3136B5NX9 2029-06-25 0.676 N/A 19004000.00 254236.39 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 58084.99 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184890.00 458120.20 Agency Collateralized Mortgage Obligation FNMA_20-M13A N/A 3136B9NV5 2030-09-25 1.326 N/A 9500000.00 185728.95 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.325387 N/A 10436192.00 209775.98 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 4600000.00 500154.39 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 140988.02 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 403338.58 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 0.594 N/A 23373706.00 347906.51 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYA1 2053-12-25 0 N/A 7948724.00 4001038.86 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.45484 N/A 100037.00 6336.36 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.45484 N/A 100224.00 5615.93 Agency Collateralized Mortgage Obligation FNMA_24-65A N/A 3136BSH32 2054-09-25 0.05 N/A 39812468.00 59212.71 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 207.29 Agency Collateralized Mortgage Obligation FNMA_24-7 N/A 3136BQY78 2053-09-25 2.15484 N/A 33658623.00 795441.37 Agency Collateralized Mortgage Obligation FNMA_24-77 N/A 3136BTQK2 2053-10-25 4.94516 N/A 9628361.00 6349366.17 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 33556300.00 14693527.58 Agency Collateralized Mortgage Obligation FNMA_25-5C N/A 3136BUJ27 2055-02-25 2.10484 N/A 12762968.00 607773.79 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 971497.89 Agency Collateralized Mortgage Obligation FNMA_26-3A N/A 3136BYTM4 2056-02-25 6 N/A 32013731.00 5290247.50 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUC4 2048-04-25 4.5 N/A 1020.00 986.34 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 9764976.00 1216990.95 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 400000.00 45572.12 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXC89 2050-10-25 2 N/A 30661312.00 2929421.86 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 8898.46 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2612598.00 199820.03 Agency Mortgage-Backed Securities GNMA_09-13E N/A 38374TMZ4 2039-03-16 2.22112 N/A 50000000.00 142134.71 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.92451 N/A 273000000.00 750084.24 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0.715 N/A 114751391.00 58461.16 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.77112 N/A 88104086.00 737836.53 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.82112 N/A 35501323.00 620395.76 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.82451 N/A 57000000.00 404871.65 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 2.32112 N/A 299419.00 1765.33 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 100357.07 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 2.27451 N/A 7000000.00 183125.93 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.30601 N/A 2029944.00 6839.48 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 1.21542 N/A 7534085.00 44216.16 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7T5 2046-02-20 4.17927 N/A 3413.00 584.12 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 156964.22 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 1.17382 N/A 100044.00 514.13 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1549471.19 Agency Collateralized Mortgage Obligation GNMA_20-5K N/A 38382CHK0 2048-02-20 1.36677 N/A 12383239.00 33903.88 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.32451 N/A 100041.00 3543.02 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.52451 N/A 16143616.00 1361824.00 Agency Collateralized Mortgage Obligation GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77680515.00 509535.18 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 122948.86 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 806014.72 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.52451 N/A 9108640.00 755177.59 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 161968.00 22.81 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 18156983.00 987500.88 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186226.00 1381625.86 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 6666667.00 535291.26 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.71109 N/A 300431.00 162541.24 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGA4 2052-09-20 4.59014 N/A 52007.00 38212.04 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 2.37451 N/A 4587781.00 373820.55 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 2.22112 N/A 687047.00 32604.03 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 2.62986 N/A 32384320.00 1286429.46 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 49726.78 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.45986 N/A 14694534.00 678729.53 Agency Collateralized Mortgage Obligation GNMA_23-176A N/A 38384DP84 2053-11-20 5.54014 N/A 1728893.00 487768.68 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 4.89014 N/A 1649201.00 645587.16 Agency Collateralized Mortgage Obligation GNMA_23-56B N/A 38383X2R4 2053-04-20 1.85986 N/A 100000000.00 2846301.50 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 4.64014 N/A 512042.00 348166.01 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 1.09087 N/A 15464067.00 1186586.22 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.53646 N/A 26399972.00 511441.83 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.45105 N/A 17900000.00 622216.05 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3252812.72 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.64014 N/A 836726.00 645983.03 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.74014 N/A 762026.00 439083.09 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 4849784.00 20.91 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.24014 N/A 6256.00 3566.50 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.90986 N/A 67725301.00 3039379.59 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5259471.00 4013.38 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 367928.51 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 4.77014 N/A 1165252.00 684364.19 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 1052186.00 1071072.27 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.84014 N/A 2253552.00 946226.65 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.85986 N/A 99038859.00 667784.12 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 1666667.00 42591.31 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.30986 N/A 58159680.00 2417701.48 Agency Collateralized Mortgage Obligation GNMA_25-146A N/A 38381QTW1 2055-08-20 2.30986 N/A 250000000.00 10772667.14 Agency Collateralized Mortgage Obligation GNMA_25-146B N/A 38381QUA7 2055-08-20 1.70986 N/A 100000000.00 3154936.78 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 61967.50 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 35449.72 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 41144.37 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QWF4 2054-05-20 2.30986 N/A 104260319.00 4358461.89 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 12638.59 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 137256.69 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 121585.36 Agency Collateralized Mortgage Obligation GNMA_25-164C N/A 38381UMP4 2054-08-20 2.95986 N/A 918795.00 67388.65 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 28746365.00 21284608.80 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 2.41986 N/A 341802.00 16294.30 Agency Collateralized Mortgage Obligation GNMA_25-61G N/A 38385FYU9 2065-04-20 1.65986 N/A 31441821.00 551307.31 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 47026.54 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0.05 N/A 62500000.00 29308.20 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 1.48986 N/A 10890423.00 410839.39 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.04014 N/A 1043.00 829.63 Agency Collateralized Mortgage Obligation GNMA_26-38C N/A 38385L4A3 2045-05-20 4.5 N/A 29295918.00 4196188.69 Agency Collateralized Mortgage Obligation GNMA_26-47J N/A 38385NQF4 2056-03-20 4.89014 N/A 1000.00 899.71 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAE8 2054-09-20 1.19986 N/A 167033338.00 4008701.52 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 40000000.00 93092.26 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAV0 2056-01-20 0.85986 N/A 100000000.00 1515664.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 103587.00 15.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176WZU8 2041-12-15 3.5 N/A 1000.00 160.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620AC3Z5 2039-09-15 5 N/A 12214.00 448.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618AJHJ5 2053-01-15 7 N/A 1020683.00 1042640.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618BHKM7 2053-05-15 7 N/A 1000.00 922.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 1000.00 1072.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5 N/A 1040.00 1034.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UZY1 2049-09-20 6 N/A 143017.00 16972.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5 N/A 43776.00 33976.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MEQ87 2056-01-20 6.5 N/A 235370.00 248964.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 1000.00 902.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 12823986.00 8461916.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVE1 2056-02-20 6.5 N/A 636812.00 673741.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 1406.00 928.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 13056438.00 11446691.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UPF3 2049-03-20 6.5 N/A 1000.00 115.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 1064428.00 120667.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618HSDL7 2054-07-20 7.5 N/A 4376640.00 4603626.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RNX3 2045-09-20 4 N/A 348667.00 23566.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 3048.00 343.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SCD7 2046-05-20 6 N/A 482888.00 33491.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UCC4 2048-09-20 4.5 N/A 1000.00 73.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8WK6 2055-10-20 6.5 N/A 1166684.00 1230505.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 1671104.00 1544150.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPN2 2056-03-20 6.5 N/A 5855664.00 6254885.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VT42 2050-09-20 5.5 N/A 1001.00 348.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179URA2 2049-04-20 6.5 N/A 1052.00 120.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.5 N/A 1087.00 899.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TG90 2047-09-20 6 N/A 1000.00 111.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6 N/A 1978833.00 2050592.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TSH9 2048-02-20 4 N/A 1000.00 93.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NGD4 2038-11-20 6.5 N/A 1000.00 55.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GWAJ7 2054-05-20 7.5 N/A 1796253.00 1888201.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4 N/A 1000.00 685.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5 N/A 1000.00 914.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6 N/A 8976870.00 4292113.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.5 N/A 7740691.00 5540835.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 1022.00 89.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHV43 2056-03-20 6.5 N/A 1210990.00 1282769.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 1000.00 621.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VS5 2055-09-20 6 N/A 83338303.00 81861022.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 2244.00 207.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MN2A8 2056-02-20 6.5 N/A 11464.00 12262.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 2511872.00 1738729.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N1TR9 2066-03-20 6 N/A 593618.00 611145.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4 N/A 1000.00 671.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.5 N/A 259182.00 274716.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 16767591.00 1345259.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 N/A 38383CRU6 2051-10-20 2 N/A 52763.00 23664.75 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 100.00 97.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 7.68 5.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 800.00 817.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 4810000.00 4914885.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LK2 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99.08 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-07 2026-07-28 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0364 675000000.00 675000000.00 0.0035 N N Y N BNP Paribas SA BNP Paribas SA 3.64000000 N/A R0MUWSFPU8MPRO8K5P83 BYDYFA4A2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 1467300.00 1420199.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 3489600.00 865211.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 509365600.00 507572633.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 400.00 408.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 9700.00 9204.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.742245628 N/A 100.00 99.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 N/A 123300.00 132305.73 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-07 2026-08-03 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0364 500000000.00 500000000.00 0.0026 N N Y N BNP Paribas SA BNP Paribas SA 3.64000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ3GBCN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 100.00 99.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.825245628 N/A 881800.00 882117.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 921200.00 931235.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 100.00 100.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 14456000.00 14505106.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 100.00 100.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 1200.00 1240.54 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 16000000.00 16000000.00 0.0001 N Y Y N BNP Paribas SA BNP Paribas SA 3.65000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ3GBCQ7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIEMAE ACES FNMA_20-M33 N/A 3136BBAQ5 2031-01-25 0.96959 N/A 1000.00 891.00 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_437 N/A 31424UPH3 2052-07-25 3 N/A 122416062.00 17908572.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JVQW1 2056-02-01 5 N/A 1000.00 952.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQQE9 2053-02-01 6 N/A 6176.00 4479.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JUY46 2056-01-01 4.5 N/A 1000.00 939.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQU53 2051-02-01 1.5 N/A 4798.00 3034.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QQQ8 2055-09-01 6 N/A 1000.00 853.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.5 N/A 2150940.00 1580441.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128QH7M6 2036-11-01 5.995 N/A 4021.00 729.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWAX1 2051-01-01 2.5 N/A 359096.00 161827.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQQ66 2053-06-01 6 N/A 1000.00 710.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQ2D0 2055-12-01 4.5 N/A 1001.00 961.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SRB6 2055-12-01 5 N/A 14605132.00 14535812.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BVXG5 2053-02-01 5.5 N/A 1000.00 755.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWNY1 2056-01-01 6.5 N/A 1000.00 998.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JR7E1 2056-01-01 4.5 N/A 1000.00 915.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4E2 2049-09-01 2.5 N/A 4853484.00 866098.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKVG1 2050-12-01 2 N/A 3401.00 1821.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQ4X4 2056-01-01 4.5 N/A 1001.00 962.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-05-01 5 N/A 4974656.00 4920122.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K111 N/A 3137FUZE7 2030-05-25 1.670644 N/A 19289023.00 1014663.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5 N/A 32907.00 32264.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.5 N/A 2743752.00 2790810.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5WB7 2053-09-01 6.5 N/A 1000.00 909.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVF21 2055-11-01 5 N/A 7674672.00 7617705.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2RT0 2055-04-01 6.5 N/A 4999.00 4054.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.5 N/A 3400.00 3126.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5 N/A 3936.00 3235.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6 N/A 1000.00 989.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.5 N/A 1011.00 392.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.77 N/A 1013676.00 994538.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3RC7 2056-01-01 4.5 N/A 492393.00 473595.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLBA3 2036-07-01 2 N/A 3901663.00 1897693.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LKMJ9 2033-06-01 4.52 N/A 66517888.00 66687715.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 2005726.00 582884.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.5 N/A 1024.00 811.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 115631127.00 8150168.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAMM4 2056-04-01 5.5 N/A 5294062.00 5381373.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4JN8 2055-09-01 6.5 N/A 99577.00 96891.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH2S5 2052-08-01 4.5 N/A 1000.00 680.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKLR3 2055-07-01 6.5 N/A 2000.00 2068.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4 N/A 16682081.00 11798423.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.5 N/A 2134.00 1313.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTQ24 2055-10-01 6.5 N/A 3388.00 3562.01 Agency Mortgage-Backed Securities FHLMC_2484 N/A 31392R3H2 2032-07-15 6.5 N/A 22.00 0.65 Agency Collateralized Mortgage Obligation FHLMC_4448 N/A 3137BGZC6 2040-05-15 2.310508 N/A 71377994.00 230390.04 Agency Collateralized Mortgage Obligation FHLMC_5095B N/A 3137FXZS0 2051-04-25 3 N/A 30390895.00 3410214.56 Agency Collateralized Mortgage Obligation FHLMC_5468L N/A 3137HHB75 2054-11-25 4.89516 N/A 287112.00 221779.06 Agency Collateralized Mortgage Obligation FHLMC_5584J N/A 3137HNDU9 2055-06-25 2.15484 N/A 46041466.00 1612032.17 Agency Collateralized Mortgage Obligation FHLMC_5597B N/A 3137HNPH5 2055-11-25 4.94516 N/A 50341.00 42895.87 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6Z1 2055-12-25 1.90484 N/A 129676160.00 6120773.28 Agency Collateralized Mortgage Obligation FHMS_K743 N/A 3137H14D5 2028-05-25 1.003222 N/A 47793.00 787.55 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 39543711.00 2742095.83 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 63780864.00 5635472.03 Agency Collateralized Mortgage Obligation FNMA_21-26C N/A 3136BHEZ8 2041-05-25 3.5 N/A 42700000.00 1960144.99 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 17807807.00 2107770.21 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 33388787.00 4499920.90 Agency Collateralized Mortgage Obligation FNMA_24-2D N/A 3136BQR68 2053-12-25 6 N/A 4934166.00 867392.89 Agency Collateralized Mortgage Obligation FNMA_25-46 N/A 3136BV7B8 2055-06-25 1.35484 N/A 157096755.00 2881947.34 Agency Collateralized Mortgage Obligation FNMA_26-27E N/A 3136G5PT1 2056-04-25 4.94516 N/A 1000.00 996.30 Agency Collateralized Mortgage Obligation FNR_23-21 N/A 3136BP2P5 2053-04-25 6 N/A 7158779.00 864540.24 Agency Collateralized Mortgage Obligation GNMA_21-103L N/A 38382TY65 2051-06-20 3 N/A 4950000.00 385548.72 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WFQ5 2051-06-20 3.5 N/A 17022165.00 1330372.78 Agency Collateralized Mortgage Obligation GNMA_21-156P N/A 38383APP3 2051-09-20 3 N/A 3426000.00 252605.97 Agency Collateralized Mortgage Obligation GNMA_21-16G N/A 38382NAN7 2051-01-20 2.5 N/A 100000.00 8273.90 Agency Collateralized Mortgage Obligation GNMA_22-75B N/A 38383RJX6 2052-04-20 4 N/A 2593845.00 1692687.42 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XSX3 2053-04-20 4.54014 N/A 1078204.00 507671.67 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 4.79014 N/A 1052.00 672.23 Agency Collateralized Mortgage Obligation GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.72244 N/A 59234555.00 3656120.08 Agency Collateralized Mortgage Obligation GNMA_24-117D N/A 38384Q2Y3 2054-07-20 4.94014 N/A 283003270.00 131527176.90 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3A4 2054-07-20 4.89014 N/A 293713001.00 136364579.39 Agency Collateralized Mortgage Obligation GNMA_24-160A N/A 38384YRH6 2054-10-20 4.66014 N/A 182389.00 140513.92 Agency Collateralized Mortgage Obligation GNMA_24-26H N/A 38384J6N9 2054-02-20 5.75 N/A 95000000.00 77052129.97 Agency Collateralized Mortgage Obligation GNMA_24-43J N/A 38384KNT4 2054-03-20 5.5 N/A 42846400.00 43426307.00 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KSX0 2054-03-20 5.5 N/A 18274809.00 18553418.62 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 0.9815 N/A 11809376.00 816927.89 Agency Collateralized Mortgage Obligation GNMA_25-103D N/A 38385GF46 2055-06-20 5.19014 N/A 26580963.00 18833682.27 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NJ25 2055-07-20 4.79014 N/A 1000.00 876.54 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 108582.00 80397.14 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCK5 2055-04-20 4.99014 N/A 10706.00 6654.62 Agency Collateralized Mortgage Obligation GNMA_25-6E N/A 38385B5M8 2055-01-20 4.74014 N/A 1002.00 616.23 Agency Collateralized Mortgage Obligation GNMA_26-3M N/A 38385LB23 2056-01-20 4.74014 N/A 1000.00 977.66 Agency Collateralized Mortgage Obligation GNMA_26-45E N/A 38385N4C5 2056-03-20 4.39014 N/A 1008.00 1007.41 Agency Collateralized Mortgage Obligation GNMA_26-47J N/A 38385NQF4 2056-03-20 4.89014 N/A 245490940.00 220869014.75 Agency Collateralized Mortgage Obligation GNMA_26-50K N/A 38385NG81 2056-03-20 4.79014 N/A 50000000.00 46955830.61 Agency Collateralized Mortgage Obligation GNMA_26-52B N/A 38385NMP6 2056-03-20 4.64014 N/A 100000000.00 97479404.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TLT0 2047-11-20 4 N/A 1598595.00 163138.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 1004.00 113.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RXE4 2046-01-20 4 N/A 1018.00 81.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 517936.00 45305.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.5 N/A 986001.00 97967.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RQ36 2045-10-20 4 N/A 5509355.00 396493.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4 N/A 7566213.00 5187176.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.5 N/A 1332699.00 154235.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.5 N/A 1002.00 117.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4 N/A 280810.00 24508.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36177P3J2 2042-11-20 3 N/A 665000.00 85657.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.5 N/A 220518.00 26788.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 100025.00 8024.98 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 941500000.00 941500000.00 0.0049 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.64000000 N/A 549300HN4UKV1E2R3U73 BYJ3GBCG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 71767000.00 47940022.15 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 47000000.00 47000000.00 0.0003 N Y Y N Bank of America Securities, Inc. 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Bank of America Securities, Inc. 3.64000000 N/A 549300HN4UKV1E2R3U73 BYJ3GBER3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 364846080.00 362303102.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 75949800.00 53191480.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 140101920.00 124486702.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 82605120.00 72018716.18 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 600000000.00 600000000.00 0.0031 N Y Y N Bank of Montreal Bank of Montreal 3.64000000 N/A NQQ6HPCNCCU6TUTQYE16 BYJ3GBCR5 U.S. Treasury Repurchase Agreement, if collateralized 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1000.00 1006.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 400.00 313.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 100.00 99.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 700.00 332.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 400.00 404.17 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 12000000.00 12000000.00 0.0001 N Y Y N Barclays Bank plc Barclays Bank plc 3.72000000 N/A G5GSEF7VJP5I7OUK5573 BYDDRC0M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_12-5 N/A 3136A3B75 2042-02-25 2.19036 N/A 46561664.00 244888.36 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-45 N/A 3136B2EP3 2048-06-25 2.44036 N/A 55413670.00 787695.22 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-96 N/A 3136BDWU8 2051-01-25 3 N/A 15000000.00 1391594.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XRH31 2045-03-01 3.5 N/A 1532.00 134.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XSBA9 2045-07-01 3.5 N/A 3262.00 454.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056 N/A 3137F74L6 2050-12-25 2.5 N/A 11099121.00 917731.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417FL55 2028-02-01 2.5 N/A 1290.00 36.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BD2G2 2051-02-25 2 N/A 20469712.00 1498288.90 Agency Collateralized Mortgage Obligation FHLMC_3152 N/A 31396R3C9 2036-03-15 2.72572 N/A 117787959.00 301971.39 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 175753.30 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.84572 N/A 11800000.00 283000.49 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 2.29036 N/A 21189621.00 636557.13 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPYZ2 2049-11-25 2.24036 N/A 13000000.00 556000.47 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ32 2049-11-25 2.24036 N/A 22870000.00 1097750.42 Agency Collateralized Mortgage Obligation FHLMC_4976B N/A 3137FTAM9 2050-05-25 3.5 N/A 9400000.00 681235.80 Agency Collateralized Mortgage Obligation FHLMC_4979A N/A 3137FTYA9 2050-06-25 2.29036 N/A 15000000.00 434270.84 Agency Collateralized Mortgage Obligation FHLMC_4988F N/A 3137FURL0 2050-06-25 3 N/A 17186251.00 1811063.13 Agency Collateralized Mortgage Obligation FHLMC_4988M N/A 3137FUZ64 2050-07-25 3.5 N/A 17087913.00 1201420.37 Agency Collateralized Mortgage Obligation FHLMC_4990C N/A 3137FURT3 2050-07-25 4 N/A 16000000.00 1369531.20 Agency Collateralized Mortgage Obligation FHLMC_4992E N/A 3137FUH56 2050-07-25 2.5 N/A 38175343.00 2411229.84 Agency Collateralized Mortgage Obligation FHLMC_4996 N/A 3137FUSU9 2050-06-25 2.5 N/A 13500000.00 1112918.14 Agency Collateralized Mortgage Obligation FHLMC_4999D N/A 3137FV3C4 2043-03-15 2.44572 N/A 18925757.00 558691.14 Agency Collateralized Mortgage Obligation FHLMC_5000Q N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 745936.29 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVHZ8 2050-08-25 2.34036 N/A 8900000.00 791458.37 Agency Collateralized Mortgage Obligation FHLMC_5005A N/A 3137FVCT7 2050-08-25 3 N/A 25042183.00 2239327.67 Agency Collateralized Mortgage Obligation FHLMC_5009B N/A 3137FWEG1 2050-07-25 3.5 N/A 19357142.00 2297524.25 Agency Collateralized Mortgage Obligation FHLMC_5010Q N/A 3137FVR46 2050-09-25 2 N/A 24600000.00 1761749.72 Agency Collateralized Mortgage Obligation FHLMC_5018 N/A 3137FXAJ7 2050-10-25 4 N/A 7985734.00 543976.53 Agency Collateralized Mortgage Obligation FHLMC_5037B N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 624080.91 Agency Collateralized Mortgage Obligation FHLMC_5038P N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 821301.09 Agency Collateralized Mortgage Obligation FHLMC_5039H N/A 3137F63T2 2050-11-25 2 N/A 27125000.00 1992423.73 Agency Collateralized Mortgage Obligation FHLMC_5045B N/A 3137F6RR0 2050-11-25 2.60484 N/A 8909091.00 654774.77 Agency Collateralized Mortgage Obligation FHLMC_5051L N/A 3137F83L5 2048-11-15 0.6102 N/A 174000000.00 1866514.13 Agency Collateralized Mortgage Obligation FHLMC_5053G N/A 3137F7CD5 2050-12-25 3 N/A 11644739.00 1270734.15 Agency Collateralized Mortgage Obligation FHLMC_5053H N/A 3137F7CA1 2050-12-25 2.5 N/A 6250000.00 533441.34 Agency Collateralized Mortgage Obligation FHLMC_5054B N/A 3137F74V4 2035-12-25 1.5 N/A 33333333.00 627742.93 Agency Collateralized Mortgage Obligation FHLMC_5056C N/A 3137F74P7 2050-12-25 2.65484 N/A 21000000.00 1808325.95 Agency Collateralized Mortgage Obligation FHLMC_5058F N/A 3137F8D34 2050-04-25 2 N/A 15140396.00 847655.02 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 9500000.00 1104477.43 Agency Collateralized Mortgage Obligation FHLMC_5060C N/A 3137F87A5 2050-11-25 3 N/A 12302666.00 1291487.33 Agency Collateralized Mortgage Obligation FHLMC_5062C N/A 3137F8TX1 2051-01-25 2.65484 N/A 17850000.00 1783445.26 Agency Collateralized Mortgage Obligation FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2261516.96 Agency Collateralized Mortgage Obligation FHLMC_5068G N/A 3137F8PA5 2050-11-25 3 N/A 21700000.00 1409573.19 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 920703.11 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 15000000.00 1649192.17 Agency Collateralized Mortgage Obligation FHLMC_5070H N/A 3137F9WG2 2051-02-25 0.63484 N/A 143788420.00 1592941.53 Agency Collateralized Mortgage Obligation FHLMC_5071W N/A 3137F9R60 2051-02-25 2.5 N/A 12076634.00 846385.90 Agency Collateralized Mortgage Obligation FHLMC_5077 N/A 3137F9A68 2051-02-25 3.5 N/A 47796130.00 3667111.80 Agency Collateralized Mortgage Obligation FHLMC_5080B N/A 3137FXV62 2050-04-25 3.5 N/A 7254713.00 784991.56 Agency Collateralized Mortgage Obligation FHLMC_5080K N/A 3137FXV54 2050-01-25 3 N/A 15244249.00 1089329.75 Agency Collateralized Mortgage Obligation FHLMC_5080L N/A 3137FXUX4 2048-11-25 4 N/A 15300000.00 1819900.92 Agency Collateralized Mortgage Obligation FHLMC_5080M N/A 3137FXVE5 2049-08-25 4 N/A 31602975.00 2455534.11 Agency Collateralized Mortgage Obligation FHLMC_5087A N/A 3137FFME4 2051-03-25 3 N/A 14000000.00 1420204.58 Agency Collateralized Mortgage Obligation FHLMC_5093A N/A 3137FYKD7 2051-01-25 3 N/A 14000000.00 1474293.73 Agency Collateralized Mortgage Obligation FHLMC_5093G N/A 3137FYHH2 2050-05-25 4 N/A 57947008.00 4245031.47 Agency Collateralized Mortgage Obligation FHLMC_5095D N/A 3137FYR32 2041-04-25 3.5 N/A 38764420.00 1714763.80 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GB8 2049-06-25 3.5 N/A 12500000.00 1043459.88 Agency Collateralized Mortgage Obligation FHLMC_5115S N/A 3137H0ZX9 2051-06-25 4 N/A 14000000.00 1142346.52 Agency Collateralized Mortgage Obligation FHLMC_5123C N/A 3137H15R3 2050-05-25 3.5 N/A 100104.00 8803.79 Agency Collateralized Mortgage Obligation FHLMC_5131E N/A 3137H1TY2 2051-08-25 3 N/A 64529186.00 6653725.73 Agency Collateralized Mortgage Obligation FHLMC_5140R N/A 3137H24K7 2050-12-25 4.5 N/A 19326866.00 2268107.61 Agency Collateralized Mortgage Obligation FHLMC_5144F N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1017815.43 Agency Collateralized Mortgage Obligation FHLMC_5179C N/A 3137H5DD6 2051-12-25 3 N/A 100021.00 6059.06 Agency Collateralized Mortgage Obligation FHLMC_5183B N/A 3137H4ZD5 2051-03-25 2.5 N/A 6437414.00 585574.70 Agency Collateralized Mortgage Obligation FHLMC_5236A N/A 3137H8C41 2052-07-25 0.15484 N/A 40000000.00 509735.01 Agency Collateralized Mortgage Obligation FHLMC_5245A N/A 3137H8MB4 2052-08-25 1.65484 N/A 50477142.00 2730382.09 Agency Collateralized Mortgage Obligation FHLMC_5249B N/A 3137H8LT6 2052-08-25 2.30484 N/A 50085972.00 3075115.79 Agency Collateralized Mortgage Obligation FHLMC_5257B N/A 3137H8WA5 2052-09-25 1.65484 N/A 60639180.00 3308025.99 Agency Collateralized Mortgage Obligation FHLMC_5273A N/A 3137H9FT1 2052-11-25 1.10484 N/A 120645536.00 2785040.51 Agency Collateralized Mortgage Obligation FHLMC_5320A N/A 3137HABJ4 2053-07-25 2.05484 N/A 47000000.00 1404767.32 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 3.40484 N/A 50000000.00 1642977.81 Agency Collateralized Mortgage Obligation FHLMC_5364B N/A 3137HBBW3 2053-12-25 3.35484 N/A 50000000.00 1279337.85 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 2.55484 N/A 89880296.00 2283929.36 Agency Collateralized Mortgage Obligation FHLMC_5367 N/A 3137HB7F5 2053-12-25 2.82484 N/A 46275391.00 1614389.14 Agency Collateralized Mortgage Obligation FHLMC_5391E N/A 3137HBV27 2054-03-25 2.85484 N/A 100000000.00 1840886.14 Agency Collateralized Mortgage Obligation FHLMC_5398C N/A 3137HCE65 2054-04-25 2.90484 N/A 100000000.00 1836392.39 Agency Collateralized Mortgage Obligation FHLMC_5400C N/A 3137HC3Q3 2054-04-25 2.25484 N/A 73405076.00 2077702.42 Agency Collateralized Mortgage Obligation FHLMC_5408D N/A 3137HCN32 2053-12-25 1.45484 N/A 60000000.00 1213356.73 Agency Collateralized Mortgage Obligation FHLMC_5414A N/A 3137HCR20 2054-05-25 6.5 N/A 39919303.00 3448043.07 Agency Collateralized Mortgage Obligation FHLMC_5417D N/A 3137HDG53 2054-06-25 1.50484 N/A 28400000.00 409213.16 Agency Collateralized Mortgage Obligation FHLMC_5430C N/A 3137HDSH4 2054-07-25 3.45484 N/A 100085.00 2943.88 Agency Collateralized 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Agency Collateralized Mortgage Obligation FHLMC_5460N N/A 3137HH5T4 2054-10-25 1.75484 N/A 39906276.00 841766.41 Agency Collateralized Mortgage Obligation FHLMC_5464B N/A 3137HFVP7 2054-10-25 2.38484 N/A 37254785.00 1540427.88 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCY5 2054-11-25 1.65484 N/A 77784860.00 1888324.89 Agency Collateralized Mortgage Obligation FHLMC_5471L N/A 3137HHHN4 2054-11-25 1.45484 N/A 160000000.00 2414167.27 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDB4 2054-11-25 0.90484 N/A 118341176.00 1707592.38 Agency Collateralized Mortgage Obligation FHLMC_5476A N/A 3137HHFE6 2054-11-25 1.75484 N/A 18067311.00 794328.90 Agency Collateralized Mortgage Obligation FHLMC_5477B N/A 3137HHEA5 2050-11-25 3.5 N/A 26000000.00 4222080.80 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTA9 2054-02-25 1.45484 N/A 55500000.00 855550.57 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHT92 2054-02-25 1.50484 N/A 20000000.00 318023.55 Agency Collateralized Mortgage Obligation FHLMC_5478C N/A 3137HHTD3 2054-04-25 1.40484 N/A 156000000.00 2314201.18 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRD5 2054-12-25 1.45484 N/A 22000000.00 312742.07 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHQL8 2054-12-25 1.40484 N/A 124787000.00 2047599.47 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRB9 2054-12-25 1.35484 N/A 15000000.00 212479.05 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRC7 2054-12-25 1.40484 N/A 20000000.00 293166.29 Agency Collateralized Mortgage Obligation FHLMC_5500A N/A 3137HJC47 2055-02-25 1.45484 N/A 75000000.00 1233992.57 Agency Collateralized Mortgage Obligation FHLMC_5501G N/A 3137HJR33 2055-02-25 2.20484 N/A 58396660.00 3047727.40 Agency Collateralized Mortgage Obligation FHLMC_5504C N/A 3137HJEF0 2055-02-25 2.20484 N/A 48073146.00 2676090.21 Agency Collateralized Mortgage Obligation FHLMC_5511C N/A 3137HKLD4 2055-03-25 2.25484 N/A 8740989.00 554139.43 Agency Collateralized Mortgage Obligation FHLMC_5515C N/A 3137HKJT2 2055-03-25 1.50484 N/A 205266.00 4116.60 Agency Collateralized Mortgage Obligation FHLMC_5532 N/A 3137HKPR9 2055-04-25 0.65484 N/A 500000000.00 5659588.38 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HL5Q1 2054-05-25 1.65484 N/A 20000000.00 526785.72 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLCC4 2055-05-25 1.25484 N/A 54700000.00 925323.94 Agency Collateralized Mortgage Obligation FHLMC_5549B N/A 3137HLWS7 2055-06-25 0.15484 N/A 395000000.00 1554619.01 Agency Collateralized Mortgage Obligation FHLMC_5551B N/A 3137HLUF7 2055-06-25 1.45484 N/A 150000000.00 3477549.86 Agency Collateralized Mortgage Obligation FHLMC_5558A N/A 3137HM4H0 2055-07-25 0 N/A 30628642.00 20019186.19 Agency Collateralized Mortgage Obligation FHLMC_5562 N/A 3137HLYU0 2055-07-25 2.20484 N/A 68201552.00 4482173.81 Agency Collateralized Mortgage Obligation FHLMC_5564A N/A 3137HMDZ0 2055-08-25 2.15484 N/A 136000000.00 8782364.76 Agency Collateralized Mortgage Obligation FHLMC_5568B N/A 3137HMNE6 2055-08-25 1.45484 N/A 115377154.00 2440657.25 Agency Collateralized Mortgage Obligation FHLMC_5625G N/A 3137HPXM0 2055-09-25 1.60484 N/A 67017336.00 2176745.33 Agency Collateralized Mortgage Obligation FHLMC_5628B N/A 3137HQ6T3 2056-02-25 2.00484 N/A 55750500.00 3870584.04 Agency Collateralized Mortgage Obligation FHLMC_5647C N/A 3137HQX97 2056-04-25 1.40484 N/A 95327970.00 1418323.56 Agency Collateralized Mortgage Obligation FHMS_K071 N/A 3137FCLG7 2028-02-25 2.078577 N/A 99774000.00 3081161.70 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.567293 N/A 1906970.00 65167.07 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 2.40484 N/A 75000000.00 2229685.76 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 2.15484 N/A 135500000.00 2417846.95 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FNMA_19-52B N/A 3136B53Z6 2049-09-25 4 N/A 10909999.00 165928.14 Agency Collateralized Mortgage Obligation FNMA_19-59J N/A 3136B6MJ9 2049-10-25 2.24036 N/A 31112500.00 1254875.36 Agency Collateralized Mortgage Obligation FNMA_19-64J N/A 3136B7ED9 2049-11-25 2.24036 N/A 12825500.00 611804.36 Agency Collateralized Mortgage Obligation FNMA_20-2E N/A 3136B8JL4 2059-07-25 2.29036 N/A 15000000.00 541452.06 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B93L9 2050-06-25 3.5 N/A 13915215.00 1265133.57 Agency Collateralized Mortgage Obligation FNMA_20-36N N/A 3136B94J3 2050-06-25 3 N/A 8333333.00 753133.89 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BADA9 2050-06-25 1.05 N/A 40019492.00 592670.21 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BACV4 2050-06-25 1.05 N/A 34769874.00 507095.14 Agency Collateralized Mortgage Obligation FNMA_20-40A N/A 3136B9P50 2050-06-25 3 N/A 11200000.00 1061525.83 Agency Collateralized Mortgage Obligation FNMA_20-60B N/A 3136BBVB5 2050-09-25 3.5 N/A 23000000.00 1877360.11 Agency Collateralized Mortgage Obligation FNMA_20-71C N/A 3136BCDU1 2050-10-25 3 N/A 20532238.00 1470317.26 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCHS2 2050-11-25 4 N/A 50000000.00 3695516.58 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 3614946.29 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 25433500.00 2224191.61 Agency Collateralized Mortgage Obligation FNMA_20-89G N/A 3136BCL40 2050-12-25 3 N/A 17000000.00 1767825.53 Agency Collateralized Mortgage Obligation FNMA_20-92 N/A 3136BCK33 2050-02-25 2.5 N/A 25344200.00 1997365.57 Agency Collateralized Mortgage Obligation FNMA_20-99K N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 1738883.76 Agency Collateralized Mortgage Obligation FNMA_21-46A N/A 3136BH3S6 2051-07-25 3 N/A 5750000.00 722775.05 Agency Collateralized Mortgage Obligation FNMA_21-53E N/A 3136BGNK3 2050-11-25 3 N/A 37923143.00 3824870.81 Agency Collateralized Mortgage Obligation FNMA_21-56 N/A 3136BGP47 2051-07-25 3 N/A 19999999.00 1970823.83 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGV99 2051-09-25 2.5 N/A 12171500.00 501490.77 Agency Collateralized Mortgage Obligation FNMA_21-56H N/A 3136BGM32 2051-09-25 2.5 N/A 35552900.00 1728974.16 Agency Collateralized Mortgage Obligation FNMA_21-84A N/A 3136BKCG5 2051-11-25 3 N/A 18665764.00 1445024.91 Agency Collateralized Mortgage Obligation FNMA_21-94B N/A 3136BKU42 2052-01-25 3.5 N/A 33691833.00 3862085.67 Agency Collateralized Mortgage Obligation FNMA_22-19A N/A 3136BMMG0 2052-04-25 1.95484 N/A 27333210.00 1485204.01 Agency Collateralized Mortgage Obligation FNMA_22-27C N/A 3136BM5F1 2052-06-25 2.45484 N/A 50000000.00 2762102.21 Agency Collateralized Mortgage Obligation FNMA_23-13C N/A 3136BPR52 2052-12-25 1.90484 N/A 175000000.00 3749308.72 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 55467000.00 5818130.25 Agency Collateralized Mortgage Obligation FNMA_23-58F N/A 3136BQXW4 2053-12-25 3.35484 N/A 48409043.00 989653.38 Agency Collateralized Mortgage Obligation FNMA_24-15 N/A 3136BRMF1 2054-04-25 2.05484 N/A 60000000.00 1371129.44 Agency Collateralized Mortgage Obligation FNMA_24-46A N/A 3136BSJU0 2054-07-25 2.10484 N/A 73500000.00 2240126.80 Agency Collateralized Mortgage Obligation FNMA_24-60D N/A 3136BSR31 2054-08-25 1.55484 N/A 9503195.00 501655.02 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSQW8 2054-09-25 1.68484 N/A 125000000.00 2786162.60 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBV4 2054-10-25 1.75484 N/A 17023597.00 990793.27 Agency Collateralized Mortgage Obligation FNMA_24-76B N/A 3136BTMV2 2054-11-25 1.75484 N/A 66069423.00 1991502.60 Agency Collateralized Mortgage Obligation FNMA_24-77B N/A 3136BTQL0 2053-10-25 1.05484 N/A 109568653.00 1754648.08 Agency Collateralized Mortgage Obligation FNMA_24-77C N/A 3136BTQQ9 2054-11-25 2.40484 N/A 55520663.00 1240045.17 Agency Collateralized Mortgage Obligation FNMA_24-77E N/A 3136BTQZ9 2054-11-25 1.75484 N/A 150000000.00 3448957.77 Agency Collateralized Mortgage Obligation FNMA_24-84B N/A 3136BTTS2 2054-11-25 1.70484 N/A 77687411.00 4358073.24 Agency Collateralized Mortgage Obligation FNMA_24-87F N/A 3136BTD34 2054-12-25 0.50484 N/A 114899906.00 1074420.62 Agency Collateralized Mortgage Obligation FNMA_24-90A N/A 3136BTXC2 2054-12-25 1.35484 N/A 73000000.00 1046055.89 Agency Collateralized Mortgage Obligation FNMA_24-95J N/A 3136BTT86 2054-12-25 2.20484 N/A 52913000.00 2207356.49 Agency Collateralized Mortgage Obligation FNMA_25-111E N/A 3136BYMH2 2056-01-25 1.85484 N/A 31393141.00 1946975.30 Agency Collateralized Mortgage Obligation FNMA_25-112C N/A 3136BYPV8 2056-01-25 2.00484 N/A 120000000.00 6118534.38 Agency Collateralized Mortgage Obligation FNMA_25-12A N/A 3136BVFE3 2055-03-25 1.45484 N/A 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Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAQ0 2028-12-25 0.1 N/A 212159495.00 470687.72 Agency Collateralized Mortgage Obligation FRESB_22-S104 N/A 30329QAE3 2042-09-25 0.11741 N/A 396528763.00 3645353.68 Agency Collateralized Mortgage Obligation FRESB_23-S111 N/A 30334CAE7 2043-09-25 0.39018 N/A 214000000.00 4120376.88 Agency Collateralized Mortgage Obligation GNMA GNII SF MA7257 M N/A BRWJ3R951 2051-03-20 0 N/A 168009.00 63065.33 Agency Mortgage-Backed Securities GNMA_12-131 N/A 38378BW70 2053-02-16 0.54462 N/A 260000000.00 551474.35 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64802 N/A 88200000.00 117019.61 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.25295 N/A 65000000.00 254165.13 Agency Collateralized Mortgage Obligation GNMA_13-33 N/A 38378B7K9 2054-04-16 0.14513 N/A 116000000.00 58153.23 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 86543.11 Agency Collateralized Mortgage Obligation GNMA_13-82 N/A 38378TEW6 2043-05-20 3.5 N/A 8351857.00 174691.80 Agency Collateralized Mortgage Obligation GNMA_13-85 N/A 38378KUW7 2049-02-16 0.33179 N/A 217675000.00 275932.94 Agency Collateralized Mortgage Obligation GNMA_14-126 N/A 38378XMU2 2055-02-16 0.69194 N/A 40850000.00 193059.32 Agency Collateralized Mortgage Obligation GNMA_14-171 N/A 38378XD32 2055-11-16 0.25051 N/A 159446785.00 226339.90 Agency Collateralized Mortgage Obligation GNMA_15-107 N/A 38379KYN2 2057-03-16 0.46464 N/A 64102666.00 185744.72 Agency Collateralized Mortgage Obligation GNMA_15-64D N/A 38379PG27 2032-10-16 4.01156 N/A 38289000.00 219056.26 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.49811 N/A 110000000.00 542793.93 Agency Collateralized Mortgage Obligation GNMA_16-067 N/A 38379USK3 2057-07-16 0.75883 N/A 138981000.00 363932.75 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.65386 N/A 22500000.00 150209.34 Agency Collateralized Mortgage Obligation GNMA_16-177 N/A 38379RJQ7 2057-01-16 0.50061 N/A 35098788.00 183138.30 Agency Collateralized Mortgage Obligation GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 57458.45 Agency Collateralized Mortgage Obligation GNMA_16-87 N/A 38379UVH6 2058-08-16 0.6002 N/A 50000000.00 381281.49 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.60849 N/A 77251864.00 182962.57 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.61904 N/A 45000000.00 863195.33 Agency Collateralized Mortgage Obligation GNMA_17-88D N/A 38380FRT5 2047-06-20 2.42451 N/A 22186064.00 472410.21 Agency Collateralized Mortgage Obligation GNMA_17-95A N/A 38380FMK9 2046-08-20 4 N/A 7250000.00 153827.74 Agency Collateralized Mortgage Obligation GNMA_18-127 N/A 38380YYA7 2044-10-20 5 N/A 6129737.00 277872.46 Agency Collateralized Mortgage Obligation GNMA_19-128F N/A 38382AFE0 2049-10-20 3.5 N/A 10731815.00 567930.35 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 80790.81 Agency Collateralized Mortgage Obligation GNMA_19-64 N/A 38380NBP3 2060-06-16 1.00669 N/A 300000.00 4396.58 Agency Collateralized Mortgage Obligation GNMA_20-029 N/A 38380N4W6 2060-01-16 0.93191 N/A 6100000.00 256265.23 Agency Collateralized Mortgage Obligation GNMA_20-135 N/A 38380P5H3 2063-01-16 0.98715 N/A 23101000.00 604144.42 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 2.52451 N/A 27818181.00 1872584.42 Agency Collateralized Mortgage Obligation GNMA_20-161 N/A 38380RAQ3 2062-08-16 1.04014 N/A 41841667.00 2298441.78 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 260447.71 Agency Collateralized Mortgage Obligation GNMA_20-17N N/A 38382CM65 2040-04-20 0.39549 N/A 138116787.00 552175.92 Agency Collateralized Mortgage Obligation GNMA_20-186B N/A 38382LYJ4 2050-12-20 0 N/A 45000000.00 117733.02 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 176184.77 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFH5 2044-07-20 1.59451 N/A 27000000.00 569139.31 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 200550.34 Agency Collateralized Mortgage Obligation GNMA_20-55A N/A 38382ELW5 2050-04-20 0 N/A 100000000.00 46413.66 Agency Collateralized Mortgage Obligation GNMA_20-59 N/A 38382ELQ8 2050-04-20 5 N/A 94674297.00 6426887.67 Agency Collateralized Mortgage Obligation GNMA_20-6 N/A 38380NP52 2062-03-16 0.5 N/A 100000000.00 286546.52 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.30406 N/A 61800000.00 3847183.69 Agency Collateralized Mortgage Obligation GNMA_20-77G N/A 38382FAK0 2049-03-20 2.27451 N/A 54871755.00 1137720.02 Agency Collateralized Mortgage Obligation GNMA_20-80 N/A 38380PNM2 2062-05-16 0.81802 N/A 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4429910.42 Agency Collateralized Mortgage Obligation GNMA_21-213F N/A 38383FKX0 2051-12-20 0 N/A 334392934.00 1111828.41 Agency Collateralized Mortgage Obligation GNMA_21-225B N/A 38383FTV5 2051-12-20 0 N/A 37257309.00 157897.01 Agency Collateralized Mortgage Obligation GNMA_21-225D N/A 38383FUB7 2051-12-20 0 N/A 37584545.00 155832.60 Agency Collateralized Mortgage Obligation GNMA_21-57C N/A 38382QAM2 2051-03-20 2.52451 N/A 81131426.00 3199226.33 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 2.52451 N/A 48010176.00 2306102.77 Agency Collateralized Mortgage Obligation GNMA_21-8S N/A 38382MZK8 2051-01-20 3 N/A 27092831.00 2653624.02 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 1115766.05 Agency Collateralized Mortgage Obligation GNMA_22-139D N/A 38383M4C9 2052-08-20 0.30986 N/A 80454641.00 1298043.63 Agency Collateralized Mortgage Obligation GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 6450187.85 Agency Collateralized Mortgage Obligation GNMA_22-17 N/A 38381EVR6 2064-06-16 0.80208 N/A 154905000.00 7749704.60 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65765002.00 158318.97 Agency Collateralized Mortgage Obligation GNMA_22-47J N/A 38383MY77 2052-03-20 0 N/A 19999872.00 19797.22 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 59476.99 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 741502.61 Agency Collateralized Mortgage Obligation GNMA_22-68B N/A 38383PA35 2049-02-20 3.5 N/A 443571.00 21336.31 Agency Collateralized Mortgage Obligation GNMA_22-6B N/A 38383GJG7 2052-01-20 0 N/A 97543246.00 720935.07 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 423457.44 Agency Collateralized Mortgage Obligation GNMA_22-9G N/A 38383FQ30 2052-01-20 3.5 N/A 48053452.00 2856606.25 Agency Collateralized 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2052-02-20 3.5 N/A 28000000.00 3345326.60 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.95986 N/A 100000000.00 1450151.71 Agency Collateralized Mortgage Obligation GNMA_23-54B N/A 38383XLM4 2053-04-20 2.50986 N/A 51071341.00 1620871.37 Agency Collateralized Mortgage Obligation GNMA_23-76C N/A 38383X4Y7 2053-05-20 2.50986 N/A 37500000.00 1560625.04 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 2.35986 N/A 71769230.00 1259901.38 Agency Collateralized Mortgage Obligation GNMA_24-109A N/A 38384QM21 2054-07-20 2.80986 N/A 58015210.00 2320564.09 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 1.60986 N/A 249999932.00 3562956.56 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 894601.36 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4M7 2047-05-20 2.27451 N/A 47190966.00 3926600.23 Agency Collateralized Mortgage Obligation 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38385ER22 2055-04-20 1.77986 N/A 100096.00 4430.31 Agency Collateralized Mortgage Obligation GNMA_25-65F N/A 38385FUW9 2055-04-20 1.65986 N/A 79999900.00 1880292.94 Agency Collateralized Mortgage Obligation GNMA_25-95B N/A 38385GTJ8 2055-05-20 2.15986 N/A 40000000.00 2769926.12 Agency Collateralized Mortgage Obligation GNMA_25-99E N/A 38381NRT7 2055-06-20 2.75986 N/A 65351036.00 5854253.74 Agency Collateralized Mortgage Obligation GNMA_25-99E N/A 38381NRR1 2055-06-20 0 N/A 36347652.00 25087826.21 Agency Collateralized Mortgage Obligation GNMA_26-10F N/A 38385L3A4 2051-03-20 3.10986 N/A 48247313.00 7427076.60 Agency Collateralized Mortgage Obligation GNMA_26-26A N/A 38385NEL4 2056-02-20 2.60986 N/A 24162000.00 2049993.57 Agency Collateralized Mortgage Obligation GNMA_26-26D N/A 38385NFH2 2066-02-20 2.05986 N/A 92978836.00 2997525.25 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LER5 2056-01-20 1.39986 N/A 100352.00 4488.84 Agency Collateralized Mortgage Obligation 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36179DED8 2042-12-15 2.5 N/A 88197.00 16177.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617G22V7 2048-01-15 5 N/A 4185032.00 857204.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36200FDN5 2035-10-15 6 N/A 114649.00 1479.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36196QJ50 2046-11-15 2.5 N/A 4002.00 2058.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36211BVH4 2030-02-15 8 N/A 767196.00 176.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617AJQB4 2047-06-15 5 N/A 102715.00 12024.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617M45U5 2050-01-15 3.5 N/A 1010.00 29.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620ANDM9 2040-07-15 4.5 N/A 7980050.00 193469.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176U5P6 2042-11-15 2.5 N/A 60295.00 12681.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617ARHN0 2047-06-15 5 N/A 327344.00 3971.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617M3LM7 2052-06-15 4 N/A 910954.00 393716.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617B4RB5 2047-09-15 4.5 N/A 1652671.00 160533.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36210BDM4 2029-04-15 6 N/A 745000.00 676.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36201FSJ7 2032-08-15 6.5 N/A 25743.00 81.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620ARUT6 2040-12-15 4 N/A 3000.00 320.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617BC5W5 2047-10-15 4.5 N/A 226493.00 17435.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617GHC84 2048-04-15 4.5 N/A 2457652.00 83830.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617JEJQ1 2049-02-15 4.5 N/A 233496.00 19512.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617KJKR4 2049-06-15 3.5 N/A 2916533.00 337399.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36196TVR2 2047-05-15 5 N/A 1185677.00 7761.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36200JV64 2033-02-15 6 N/A 547767.00 2573.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617BMYF8 2047-11-15 3.5 N/A 1000000.00 105914.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618JNRX5 2068-01-15 5.1 N/A 886479.00 877409.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36188S3N4 2046-01-15 5 N/A 4263052.00 150676.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617BC6D6 2047-10-15 4.5 N/A 745841.00 89877.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617B5HR8 2047-08-15 4.5 N/A 1387411.00 107273.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618HJ4S2 2059-10-15 4.2 N/A 526894.00 496204.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617AUZJ2 2047-07-15 4.5 N/A 987602.00 65839.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36180CDC0 2043-05-15 2.5 N/A 713726.00 112527.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296AWK6 2038-04-15 6 N/A 1011.00 49.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617KDJ40 2049-07-15 4.5 N/A 196269.00 10062.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36196PR95 2047-06-15 4.5 N/A 4001.00 366.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617AAL28 2045-12-15 4.5 N/A 459219.00 32882.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617LR6H3 2049-10-15 3.5 N/A 1150.00 115.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36291UNL5 2039-02-15 6 N/A 16876.00 1870.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617MFX21 2050-01-15 4.5 N/A 501295.00 36822.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36207JWJ8 2028-03-15 7 N/A 167083.00 35.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36200JAM2 2033-03-15 6 N/A 1309906.00 9212.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617AX3E2 2047-08-15 4.5 N/A 1455226.00 69697.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36241KBP2 2034-09-15 6.5 N/A 1408.00 12.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BH9 2056-02-20 6.5 N/A 35804530.00 37597526.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VHU7 2050-03-20 4 N/A 35529881.00 4869018.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5ET2 2055-01-20 4.5 N/A 2013.00 1858.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QWE7 2044-12-20 3.5 N/A 1200000.00 81212.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FGW0 2040-06-20 4.5 N/A 2016.00 68.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YDK7 2053-08-20 5.5 N/A 8011000.00 5575226.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NDR6 2043-05-20 3.5 N/A 794580.00 75486.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QJU6 2044-07-20 4.5 N/A 203378.00 13115.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179U4B5 2049-10-20 3 N/A 61517.00 9120.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VEZT1 2066-04-20 6.5 N/A 3481.00 3661.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MUGJ8 2056-02-20 6 N/A 5000.00 5110.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SGJ0 2046-07-20 2.5 N/A 1800000.00 345966.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618LXQW3 2065-10-20 6.5 N/A 5439814.00 4911464.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VCJE6 2056-04-20 6 N/A 2615073.00 2712422.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MT7J1 2066-02-20 6 N/A 43117.00 44361.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TD51 2032-08-20 3 N/A 523987.00 48186.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179S5P8 2047-05-20 5 N/A 2155000.00 193095.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MQP8 2042-10-20 3.5 N/A 10588128.00 854888.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5 N/A 2493.00 2182.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MU3T0 2066-04-20 6 N/A 3108991.00 3202146.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QJS1 2044-07-20 3.5 N/A 175000.00 11308.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3 N/A 75337917.00 7782402.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3 N/A 776000.00 84031.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MNG1 2042-09-20 3 N/A 540649.00 53246.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RQ51 2045-10-20 5 N/A 13431.00 985.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.5 N/A 17419328.00 13638882.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QJT9 2044-07-20 4 N/A 4250881.00 253432.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179N5W4 2044-03-20 4 N/A 340000.00 17693.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MDDC4 2055-11-20 6 N/A 7593783.00 7744303.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4 N/A 146299000.00 13478506.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SB89 2046-05-20 3.5 N/A 170998010.00 16934677.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622ACSX9 2053-09-20 6 N/A 1980353.00 1311474.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M9LX8 2066-03-20 6.5 N/A 8024684.00 8445031.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NYP59 2056-01-20 6.5 N/A 1500237.00 1547385.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4 N/A 1500000.00 130914.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.5 N/A 1024.00 745.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPTJ5 2056-02-20 5.5 N/A 10553024.00 10893311.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FA0 2056-03-20 6 N/A 5035262.00 5094488.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPF35 2066-03-20 6 N/A 5408420.00 5567239.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RNX3 2045-09-20 4 N/A 2990000.00 202097.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VDN7 2050-01-20 3 N/A 5636.00 952.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VG6R2 2056-04-20 5 N/A 3000.00 3005.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MK74 2042-08-20 3.5 N/A 5385918.00 408549.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VCDP7 2056-03-20 6 N/A 5573240.00 5698166.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.5 N/A 8766708.00 542857.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPG34 2066-03-20 6 N/A 1872156.00 1920474.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 6700000.00 759534.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RD71 2045-05-20 3.5 N/A 3362296.00 251105.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618LG2N6 2065-11-20 7 N/A 2685460.00 2803941.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 105492555.00 73022433.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M9FY3 2066-02-20 6 N/A 3412473.00 3510799.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SSN8 2046-12-20 2.5 N/A 1593982.00 257489.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RD63 2045-05-20 3 N/A 48801001.00 4311805.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5MR7 2055-05-20 6 N/A 14943.00 10233.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RNW5 2045-09-20 3.5 N/A 766272.00 66889.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622ACR28 2053-07-20 6 N/A 1658206.00 1164857.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TV93 2048-04-20 5.5 N/A 6103781.00 615995.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SLT2 2046-09-20 4 N/A 3000000.00 280313.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GHSX0 2054-02-20 7 N/A 2016.00 1242.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MCZ1 2042-05-20 3.5 N/A 424549.00 28756.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MAL72 2055-11-20 6.5 N/A 1033.00 1053.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.5 N/A 14232499.00 9926859.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLE4 2052-11-20 3.5 N/A 1024.00 730.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TQP3 2048-01-20 3.5 N/A 477000.00 53254.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TLQ6 2047-11-20 2.5 N/A 200000.00 56843.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618LG5H6 2065-11-20 7 N/A 2687500.00 2799817.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TEY7 2047-08-20 3 N/A 1001.00 127.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NBA5 2043-04-20 3 N/A 260000.00 26403.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVHP1 2056-02-20 6 N/A 3023.00 3164.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QYR6 2045-01-20 3 N/A 25045000.00 2095814.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VDBD4 2056-04-20 5 N/A 59055.00 59555.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MHA1 2042-07-20 6 N/A 12485.00 423.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SGK7 2046-07-20 3 N/A 900001.00 100895.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VFP0 2050-02-20 3 N/A 1024.00 160.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VE6R7 2056-04-20 6 N/A 2761412.00 2873410.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MNH9 2042-09-20 3.5 N/A 26000000.00 2120685.67 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UV74 2049-07-20 3 N/A 8925000.00 1081247.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMXR9 2056-01-20 6 N/A 1451.00 1477.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MJ3K4 2056-02-20 6 N/A 1024.00 1047.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MV3S0 2066-03-20 6 N/A 1228539.00 1264468.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36241LLT1 2040-07-20 5.5 N/A 408118.00 10258.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MNEP2 2066-03-20 6 N/A 1052018.00 1082920.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179N2L1 2044-02-20 4.5 N/A 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469991.00 479736.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MS5T3 2056-02-20 6 N/A 1054.00 1076.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QPG0 2044-09-20 3.5 N/A 900000.00 64933.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622AECN4 2055-11-20 6.5 N/A 6601729.00 6850274.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFNQ7 2056-02-20 6 N/A 1024.00 1072.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.5 N/A 106247614.00 73290177.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179M5M8 2043-03-20 3.5 N/A 9850000.00 837846.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVWE9 2066-02-20 6 N/A 2517042.00 2590153.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179M2P4 2043-02-20 3 N/A 10785000.00 1117386.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FPG5 2041-01-20 4.5 N/A 751322.00 34860.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KFEF3 2055-03-20 6.5 N/A 1353779.00 1438879.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QRY9 2044-10-20 3.5 N/A 1002435.00 69738.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MQL28 2066-03-20 6 N/A 4552224.00 4688623.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 94520365.00 93791458.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TNS0 2047-12-20 4 N/A 8661214.00 886825.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 11844992.00 11725562.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3 N/A 2062445.00 285437.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KFEH9 2055-03-20 6.5 N/A 1191361.00 1266957.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MJ3L2 2056-02-20 6.5 N/A 2176.00 2280.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SGL5 2046-07-20 3.5 N/A 2842000.00 290926.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UMM1 2049-02-20 4.5 N/A 6740208.00 465908.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 N/A 38376VHU4 2040-02-20 2.47451 N/A 51950000.00 162002.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 N/A 38378NEU3 2046-02-16 1.00845 N/A 265344000.00 181141.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30 N/A 38378KBK4 2053-09-16 0.53356 N/A 100000000.00 165440.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.28278 N/A 186465000.00 364939.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 133900000.00 10061862.05 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-07 2026-05-07 Y BARCLAYS BANK PLC 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0372 1450000000.00 1450000000.00 0.0076 N N Y N Barclays Bank plc Barclays Bank plc 3.64000000 N/A G5GSEF7VJP5I7OUK5573 BYJ3GBCH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 20338000.00 20398238.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 900.00 861.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 43.06 25.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0 N/A 900.00 893.80 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 20000000.00 20000000.00 0.0001 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 3.79000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CYCA6 2041-04-01 4.5 N/A 73454875.00 73061891.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SP85 2055-06-01 5.5 N/A 72380065.00 73656744.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E02T8 2052-08-01 3 N/A 100000000.00 73879468.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5ZR8 2036-12-01 2 N/A 62912059.00 57831413.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W55M2 2056-04-01 5 N/A 71564658.00 70773137.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W55Q3 2056-04-01 5.5 N/A 69990693.00 71513869.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W55K6 2056-04-01 5 N/A 73569027.00 73103686.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W55N0 2056-04-01 5.5 N/A 35521332.00 36087810.43 Agency Mortgage-Backed Securities FHSTR_329 N/A 31325VHR8 2044-01-15 4 N/A 24213775.00 169944.61 Agency Collateralized Mortgage Obligation FHSTR_365A N/A 31325XUV0 2049-06-15 3.5 N/A 41000000.00 910764.48 Agency Collateralized Mortgage Obligation FHSTR_365B N/A 31325XVZ0 2034-05-15 2.5 N/A 22599278.00 124143.17 Agency Collateralized Mortgage Obligation FHSTR_389 N/A 31325YQ50 2037-05-15 2 N/A 57234111.00 1820248.47 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YX29 2037-04-15 2 N/A 5041017.00 262767.03 Agency Collateralized Mortgage Obligation FHSTR_401 N/A 3142G47L9 2053-06-25 5 N/A 25000000.00 4506682.24 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2H8 2051-07-25 2 N/A 3600000.00 338859.64 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2G0 2052-03-25 2 N/A 2975000.00 291740.73 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2F2 2050-07-25 2 N/A 1225000.00 116872.19 Agency Collateralized Mortgage Obligation FNSTR_435 N/A 31424UAU0 2053-05-25 4.5 N/A 18513275.00 2970246.78 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPR1 2053-05-25 5 N/A 38192470.00 6744783.19 Agency Collateralized Mortgage Obligation FNSTR_444 N/A 31424VC77 2052-09-25 3.5 N/A 19827969.00 3378758.81 Agency Collateralized Mortgage Obligation GNMA_26-68D N/A 38385RDL6 2056-04-20 4.6398 N/A 56373066.00 56418662.42 Agency Collateralized Mortgage Obligation GNMA_26-68E N/A 38385REZ4 2052-04-20 4.5 N/A 230222585.00 227168221.96 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-05-01 2026-06-04 2026-06-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0379 799000000.00 799000000.00 0.0042 N N N Y Barclays Capital, Inc. Barclays Capital, Inc. 3.65000000 N/A AC28XWWI3WIBK2824319 BYJ3GBCL8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE ACES FNMA_17-M3 N/A 3136AVYL7 2026-12-25 2.552 N/A 3000000.00 1543775.15 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M1 N/A 3136B3XY1 2028-09-25 3.67873 N/A 19075000.00 13268143.79 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M2 N/A 3136B3J50 2028-11-25 3.748 N/A 13520000.00 9955182.99 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 4.20462 N/A 200000.00 80.03 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_01-38 N/A 313920QJ2 2031-08-25 4.25964 N/A 6000000.00 622.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_02-91 N/A 31392HAK9 2033-01-25 4.30964 N/A 1500000.00 3797.74 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-66 N/A 31394EKS6 2035-07-25 4.00964 N/A 2400000.00 7678.89 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 3.44036 N/A 125000000.00 182628.77 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 4.15964 N/A 4769000.00 90124.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 4.32964 N/A 18691166.00 25305.82 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.15964 N/A 226474.00 20518.04 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.84036 N/A 41575000.00 294298.39 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.83165 N/A 53140421.00 447429.20 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1073866.86 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.84708 N/A 3000000.00 626525.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_22-M13 N/A 3136BNX43 2032-06-25 2.673 N/A 1450000.00 1314402.16 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-93 N/A 3136BTJ53 2054-12-25 5.14516 N/A 5500000.00 3030545.92 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-94 N/A 3136BTK44 2054-09-01 5.06516 N/A 1605000.00 1111704.25 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_24-96 N/A 3136BTK85 2054-12-25 5.04516 N/A 2430000.00 1335878.13 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNA_17-M7 N/A 3136AV7G8 2027-02-25 2.961 N/A 4889000.00 3538877.70 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_15-M10 N/A 3136AN6U6 2027-04-25 3.092 N/A 1276000.00 561363.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4960 N/A 3137FRTL5 2049-12-25 3.5 N/A 4300000.00 662492.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 167395.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLV1 2054-12-25 5.14516 N/A 1170377.00 996516.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLU3 2054-12-25 5.09516 N/A 7925000.00 4747758.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508 N/A 3137HJGG6 2055-02-25 5.24516 N/A 1155000.00 679591.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLF7 2055-06-25 5.14516 N/A 789000.00 545968.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLC4 2055-06-25 5.14516 N/A 789000.00 533880.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLH3 2055-06-25 5.14516 N/A 1054000.00 720220.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M4 N/A 3136BP3K5 2032-09-25 3.892 N/A 1300000.00 1254809.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8 N/A 3136BQSN0 2033-04-25 4.625 N/A 7660916.00 7665671.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95 N/A 3136BTQ22 2054-12-25 5.04516 N/A 316000.00 218118.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2 N/A 3136BUXZ8 2055-02-25 5.09516 N/A 2034006.00 1541695.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J N/A 3136BVN46 2055-05-25 5.24516 N/A 1564000.00 1043377.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWKS4 2055-06-25 5.14516 N/A 734000.00 509310.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWLP9 2055-06-25 5.19516 N/A 1320000.00 956432.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69 N/A 3136BWC20 2055-08-25 5 N/A 2500000.00 2313276.14 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.835295 N/A 4357000.00 459602.45 Agency Collateralized Mortgage Obligation FHLK_74-5 N/A 3137H2NE0 2028-08-25 1.657 N/A 14600000.00 13810639.50 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.15088 N/A 4474000.00 67335.96 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BQYS0 2026-05-25 2.525 N/A 2050000.00 566359.61 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K532 N/A 3137HHUX7 2029-11-25 4.25 N/A 2000000.00 2004131.22 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104 N/A 3137FREL1 2047-02-25 1.958236 N/A 7599992.00 498046.23 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091 N/A 3137FLN91 2029-03-25 3.505 N/A 25000000.00 24573586.80 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K170 N/A 3137HLJ52 2035-02-25 5 N/A 2850000.00 2930514.72 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ45 N/A 3137HA4L7 2031-01-25 4.66 N/A 7480000.00 7556437.28 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.734629 N/A 1266000.00 154201.12 Agency Collateralized Mortgage Obligation FHLMC_2314 N/A 3133TTPX3 2029-06-15 4.15428 N/A 15000000.00 7706.57 Agency Collateralized Mortgage Obligation FHLMC_2395D N/A 31339LME7 2029-05-15 4.35428 N/A 15000000.00 9087.83 Agency Collateralized Mortgage Obligation FHLMC_2449 N/A 31392KU46 2032-03-15 4.40428 N/A 35000000.00 33099.39 Agency Collateralized Mortgage Obligation FHLMC_2538 N/A 31393G5S9 2032-12-15 4.20428 N/A 57916989.00 74522.43 Agency Collateralized Mortgage Obligation FHLMC_3232 N/A 31397BP39 2036-10-15 4.20428 N/A 750000.00 4815.26 Agency Collateralized Mortgage Obligation FHLMC_3471D N/A 31397WVW2 2035-08-15 2.29572 N/A 200000000.00 157019.77 Agency Collateralized Mortgage Obligation FHLMC_3531 N/A 31398CUX4 2039-05-15 4.45428 N/A 1745000.00 20273.15 Agency Collateralized Mortgage Obligation FHLMC_3702 N/A 3137A1G98 2032-08-15 4.20428 N/A 790000.00 18701.77 Agency Collateralized Mortgage Obligation FHLMC_3714 N/A 3137A0XK6 2040-08-15 4.5 N/A 3137193.00 3977657.98 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.84572 N/A 21863608.00 227114.01 Agency Collateralized Mortgage Obligation FHLMC_3792B N/A 3137A65K4 2040-11-15 4.5 N/A 44435904.00 357455.81 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 1.32401 N/A 6000000.00 994110.51 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.79572 N/A 21899370.00 261600.02 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.84572 N/A 74504333.00 131452.23 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 2.24572 N/A 135757553.00 209645.69 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.72076 N/A 119039665.00 794726.27 Agency Collateralized Mortgage Obligation FHLMC_40 10 N/A 3137AMTR8 2042-01-15 4.5 N/A 22049000.00 77769.64 Agency Collateralized Mortgage Obligation FHLMC_40 19 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 168594.26 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.69572 N/A 62000000.00 225796.92 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.94572 N/A 23218083.00 147899.09 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.74572 N/A 120553652.00 650367.53 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.79572 N/A 88571428.00 704639.35 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 2.34572 N/A 110603899.00 439582.52 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 3137ASVS0 2042-08-15 2.29572 N/A 15661571.00 274113.58 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1020542.07 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 2.24572 N/A 300300000.00 3919613.66 Agency Collateralized Mortgage Obligation FHLMC_4257G N/A 3137B5A45 2028-10-15 4.5 N/A 21404100.00 39.73 Agency Collateralized Mortgage Obligation FHLMC_4274A N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 1801.64 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 2.24572 N/A 14600000.00 80080.08 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 9218577.00 11969038.90 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 776745.62 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 2.29572 N/A 52600000.00 853405.95 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.84572 N/A 82000000.00 570094.43 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.84572 N/A 36726000.00 276281.35 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 77722.53 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 193921.14 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 317255.44 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 655741.73 Agency Collateralized Mortgage Obligation FHLMC_4623D N/A 3137BSL27 2046-10-15 2.29572 N/A 20715144.00 414940.88 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 2.24572 N/A 107147046.00 3683225.50 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0.19572 N/A 100864805.00 491016.99 Agency Collateralized Mortgage Obligation FHLMC_4753L N/A 3137FDWB4 2048-02-15 2.44572 N/A 20000000.00 495307.57 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 2.39572 N/A 11000000.00 261304.90 Agency Collateralized Mortgage Obligation FHLMC_4776J N/A 3137F4RA2 2048-04-15 4 N/A 16285709.00 9415814.25 Agency Collateralized Mortgage Obligation FHLMC_4818K N/A 3137FGXY6 2048-04-15 2.44572 N/A 5000000.00 74922.48 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 2.44572 N/A 25941382.00 365653.04 Agency Collateralized Mortgage Obligation FHLMC_4845B N/A 3137FK2D7 2048-12-15 4.05428 N/A 566758.00 154650.18 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.84572 N/A 26168899.00 627611.11 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 128723.36 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 2.34572 N/A 56459014.00 1095543.64 Agency Collateralized Mortgage Obligation FHLMC_4906F N/A 3137FNWB2 2049-09-25 2.29036 N/A 550000.00 17437.43 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 2.29036 N/A 28287714.00 711904.69 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 2.29036 N/A 37957596.00 640152.08 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 2.24036 N/A 24148291.00 1212531.23 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 2.24036 N/A 40777284.00 1326816.52 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 2.24036 N/A 46553866.00 1935029.75 Agency Collateralized Mortgage Obligation FHLMC_4939C N/A 3137FQG64 2049-12-25 4.25964 N/A 5722509.00 1612442.21 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1345620.43 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 2.24036 N/A 23332918.00 805476.87 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 2.29036 N/A 136016008.00 3605957.09 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 878470.80 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 2.29036 N/A 16977500.00 513238.95 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 2.24036 N/A 16666666.00 665182.36 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3130159.95 Agency Collateralized Mortgage Obligation FHLMC_4983D N/A 3137FTWU7 2050-06-25 2.29036 N/A 23147541.00 1735802.16 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 2.34036 N/A 29142400.00 1872716.72 Agency Collateralized Mortgage Obligation FHLMC_4990G N/A 3137FUYM0 2050-07-25 2.34036 N/A 20581257.00 931052.39 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 2.50484 N/A 25942664.00 1526738.22 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 2.19036 N/A 43898226.00 1061848.41 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 2.34036 N/A 4500000.00 246179.22 Agency Collateralized Mortgage Obligation FHLMC_5060D N/A 3137F86Z1 2050-09-25 3 N/A 19408334.00 1455811.74 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1033051.98 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2053884.41 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 2.24572 N/A 62164503.00 3045404.17 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1106150.21 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 400676.03 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1404899.74 Agency Collateralized Mortgage Obligation FHLMC_5135B N/A 3137H1RQ1 2051-08-25 2.5 N/A 19343449.00 1515104.48 Agency Collateralized Mortgage Obligation FHLMC_5141 N/A 3137H23F9 2047-11-25 4.5 N/A 16197361.00 1411047.09 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 2.20484 N/A 17311159.00 982221.65 Agency Collateralized Mortgage Obligation FHLMC_5228J N/A 3137H7VH3 2047-01-25 2.220706 N/A 300000.00 18052.51 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3741664.45 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 914546.57 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 3.40484 N/A 25288459.00 1384359.70 Agency Collateralized Mortgage Obligation FHLMC_5386C N/A 3137HBXV1 2054-03-25 4.89516 N/A 2289000.00 1233193.16 Agency Collateralized Mortgage Obligation FHLMC_5393A N/A 3137HBQG2 2053-12-25 2.15484 N/A 65696903.00 2088372.23 Agency Collateralized Mortgage Obligation FHLMC_5400 N/A 3137HC3H3 2054-04-25 4.39516 N/A 3000000.00 1541204.56 Agency Collateralized Mortgage Obligation FHLMC_5407C N/A 3137HCLJ9 2054-05-25 6 N/A 8543284.00 1092061.75 Agency Collateralized Mortgage Obligation FHLMC_5410H N/A 3137HCUH3 2054-05-25 1.35484 N/A 50000000.00 1129514.40 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 1.40484 N/A 51662435.00 869155.33 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 1.38484 N/A 70000000.00 1582144.74 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF5G6 2054-08-25 3.38484 N/A 98318962.00 4384934.27 Agency Collateralized Mortgage Obligation FHLMC_5460G N/A 3137HFUH6 2047-08-15 2.24572 N/A 60897500.00 4731996.07 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCT6 2052-04-25 5 N/A 5105000.00 2866138.84 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 44075.20 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRM5 2054-12-25 0.05 N/A 38010000.00 19576.47 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 14227.02 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 19576.47 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRN3 2054-12-25 0.05 N/A 38010000.00 17403.25 Agency Collateralized Mortgage Obligation FHLMC_5490E N/A 3137HJ5H6 2055-01-25 3.50484 N/A 75000000.00 4327231.60 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.89165 N/A 132000000.00 2814293.28 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJSP3 2035-12-25 5.5 N/A 1200000.00 1117825.59 Agency Collateralized Mortgage Obligation FHLMC_5503E N/A 3137HJDB0 2055-02-25 1.50484 N/A 84448197.00 1364307.24 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 600134.38 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 1.53484 N/A 99799291.00 2302774.87 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 1.45484 N/A 31500000.00 951412.80 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 2.24572 N/A 48543875.00 4212848.24 Agency Collateralized Mortgage Obligation FHLMC_5536A N/A 3137HL5B4 2055-04-25 4.94516 N/A 50000000.00 42439935.95 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 39660.30 Agency Collateralized Mortgage Obligation FHLMC_5563A N/A 3137HMLG3 2055-08-25 1.50484 N/A 40625000.00 1315916.64 Agency Collateralized Mortgage Obligation FHLMC_5565D N/A 3137HMGJ3 2055-08-25 4.79516 N/A 2200000.00 1865608.20 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 2.15484 N/A 200000000.00 10023254.04 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZR4 2045-09-25 4.5 N/A 14103305.00 11609387.29 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZV5 2045-09-25 4.5 N/A 1870167.00 1682026.14 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.75484 N/A 15000000.00 711780.15 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 1.15484 N/A 61000000.00 1798275.14 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP7G2 2053-11-25 4.5 N/A 13928987.00 12878622.16 Agency Collateralized Mortgage Obligation FHLMC_5606A N/A 3137HPC84 2055-12-25 1.15484 N/A 58962602.00 1654868.89 Agency Collateralized Mortgage Obligation FHLMC_5606B N/A 3137HPBZ5 2055-12-25 4.5 N/A 56061000.00 53326191.04 Agency Collateralized Mortgage Obligation FHLMC_5606C N/A 3137HPCA9 2055-12-25 1.15484 N/A 40426519.00 972227.86 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPCB7 2055-12-25 1.10484 N/A 215250018.00 5720976.54 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPBC6 2055-12-25 1.15484 N/A 50000000.00 1417432.54 Agency Collateralized Mortgage Obligation FHLMC_5606F N/A 3137HPBN2 2054-10-25 0.036813 N/A 36159866.00 21024.74 Agency Collateralized Mortgage Obligation FHLMC_5606G N/A 3137HPBS1 2055-12-25 4.5 N/A 1969286.00 1896898.90 Agency Collateralized Mortgage Obligation FHLMC_5606H N/A 3137HPE74 2055-12-25 1.15484 N/A 50000000.00 1240008.64 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNN9 2056-01-25 4.5 N/A 232476.00 199805.69 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNG4 2056-01-25 4.5 N/A 42266502.00 40663389.98 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNM1 2055-12-25 4.5 N/A 1305000.00 1259991.19 Agency Collateralized Mortgage Obligation FHLMC_5617E N/A 3137HPNR0 2050-02-25 2.29036 N/A 75167131.00 7632609.80 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNL3 2049-09-25 2.29036 N/A 64502160.00 5527482.49 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNS8 2049-07-15 2.24572 N/A 66465405.00 5973761.70 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HQBZ3 2056-01-25 4.5 N/A 69526802.00 67128217.49 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVH3 2055-07-25 4.5 N/A 13225000.00 12803565.40 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVJ9 2056-01-25 4.5 N/A 3890198.00 3385242.52 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVK6 2056-02-25 4.5 N/A 1698000.00 1399955.15 Agency Collateralized Mortgage Obligation FHLMC_5632B N/A 3137HPV67 2056-02-25 1.40484 N/A 107483620.00 3502224.13 Agency Collateralized Mortgage Obligation FHLMC_5632B N/A 3137HPV42 2056-02-25 4.59516 N/A 6400000.00 5902863.58 Agency Collateralized Mortgage Obligation FHLMC_5632C N/A 3137HQ3A7 2056-02-25 0.05 N/A 36321660.00 50848.05 Agency Collateralized Mortgage Obligation FHLMC_5645H N/A 3137HQVY4 2056-04-25 0.45484 N/A 50000000.00 590912.14 Agency Collateralized Mortgage Obligation FHLMC_5649A N/A 3137HRAW9 2056-04-25 1.30484 N/A 300000000.00 7588268.40 Agency Collateralized Mortgage Obligation FHLMC_5649B N/A 3137HRAY5 2056-04-25 0.40484 N/A 10000000.00 105482.27 Agency Collateralized Mortgage Obligation FHLMC_5649B N/A 3137HRAX7 2056-04-25 0.35484 N/A 50000000.00 484564.15 Agency Collateralized Mortgage Obligation FHLMC_5659A N/A 3137HRMT3 2051-09-25 5 N/A 3484250.00 401461.47 Agency Collateralized Mortgage Obligation FHLMC_5659A N/A 3137HRMU0 2056-05-25 5 N/A 34921249.00 33754661.99 Agency Collateralized Mortgage Obligation FHLMC_5659B N/A 3137HRP37 2056-05-25 5 N/A 153071334.00 152488404.35 Agency Collateralized Mortgage Obligation FHLMC_5659B N/A 3137HRN70 2056-05-25 5.5 N/A 35117468.00 33750188.89 Agency Collateralized Mortgage Obligation FHLMC_5659B N/A 3137HRP60 2056-05-25 1.90117 N/A 96535666.00 4883551.24 Agency Collateralized Mortgage Obligation FHLMC_5659C N/A 3137HRN88 2046-11-25 4.75 N/A 118738988.00 118617089.23 Agency Collateralized Mortgage Obligation FHLMC_5659C N/A 3137HRNE5 2046-11-25 5.5 N/A 16191680.00 1772269.33 Agency Collateralized Mortgage Obligation FHLMC_5659D N/A 3137HRNL9 2056-05-25 4.38947 N/A 73333333.00 73257993.89 Agency Collateralized Mortgage Obligation FHLMC_5659E N/A 3137HRP86 2056-05-25 3.15217 N/A 34385088.00 2856843.82 Agency Collateralized Mortgage Obligation FHMS-K533 N/A 3137HHW23 2029-12-25 4.23 N/A 23750000.00 23758181.88 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.686656 N/A 6549068.00 1188811.75 Agency Collateralized Mortgage Obligation FHMS_K522 N/A 3137HDJJ0 2029-05-25 4.803 N/A 26725000.00 26442481.74 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.567293 N/A 2992000.00 102245.91 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 2.29036 N/A 45076729.00 1180560.96 Agency Collateralized Mortgage Obligation FHSTR_304 N/A 31325UN36 2042-12-15 4.5 N/A 36411804.00 527893.64 Agency Collateralized Mortgage Obligation FHSTR_326 N/A 3132HT3R5 2044-03-15 4.30428 N/A 1610000.00 184970.13 Agency Collateralized Mortgage Obligation FHSTR_402 N/A 3133Q3CY5 2053-09-25 4.99516 N/A 50000000.00 27726739.90 Agency Collateralized Mortgage Obligation FNMA_01-25A N/A 31359SS92 2031-06-25 4.45964 N/A 1000000.00 2111.95 Agency Collateralized Mortgage Obligation FNMA_02-41 N/A 31392DRQ7 2032-07-25 4.30964 N/A 3800000.00 2246.56 Agency Collateralized Mortgage Obligation FNMA_02-4D N/A 31392BXH4 2032-02-25 4.30964 N/A 3450000.00 2022.58 Agency Collateralized Mortgage Obligation FNMA_02-74 N/A 31392FRJ8 2032-11-25 4.20964 N/A 8400000.00 1506.87 Agency Collateralized Mortgage Obligation FNMA_03-33 N/A 31393BGV1 2033-05-25 4.50964 N/A 1125000.00 4086.89 Agency Collateralized Mortgage Obligation FNMA_03-7 N/A 31392HX40 2033-02-25 4.50964 N/A 14725164.00 23628.05 Agency Collateralized Mortgage Obligation FNMA_04-91B N/A 31394BYN8 2034-12-25 4.10964 N/A 700000.00 4191.64 Agency Collateralized Mortgage Obligation FNMA_05-45E N/A 31394DS76 2035-06-25 5 N/A 6499030.00 429153.18 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 2.24036 N/A 33422321.00 235407.04 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.24036 N/A 50000000.00 233271.18 Agency Collateralized Mortgage Obligation FNMA_10-142 N/A 31398SKQ5 2040-07-25 4.15964 N/A 125000.00 2862.26 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 2.19036 N/A 107252046.00 449312.47 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KB6 2042-01-25 2.24036 N/A 128376008.00 677449.79 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 2.34036 N/A 36714285.00 188371.83 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 2.39036 N/A 29250000.00 407934.68 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 2.39036 N/A 240214.00 2324.94 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.94036 N/A 45267000.00 604183.38 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 2.19036 N/A 85000000.00 599125.19 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 2.69036 N/A 91164018.00 577081.34 Agency Collateralized Mortgage Obligation FNMA_12-30N N/A 3136A5WR3 2041-04-25 4.5 N/A 44297665.00 21777.61 Agency Collateralized Mortgage Obligation FNMA_12-31A N/A 3136A5HJ8 2040-10-25 4.5 N/A 21449334.00 289.08 Agency Collateralized Mortgage Obligation FNMA_12-40G N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 87319.96 Agency Collateralized Mortgage Obligation FNMA_12-58B N/A 3136A6JP0 2042-06-25 4.25964 N/A 30284159.00 1124613.15 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 4.25964 N/A 150000.00 13851.45 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 167606.78 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 2.31036 N/A 68500000.00 262830.86 Agency Collateralized Mortgage Obligation FNMA_12-83 N/A 3136A7B27 2042-08-25 1.64036 N/A 42404350.00 216879.67 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 2.19036 N/A 123256386.00 2041695.41 Agency Collateralized Mortgage Obligation FNMA_13-115 N/A 3136AG5U2 2043-11-25 4.5 N/A 91659666.00 545417.40 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 2.34036 N/A 13066000.00 190889.62 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 81517.72 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.99036 N/A 69433333.00 818442.51 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AEZ67 2043-07-25 3 N/A 1400000.00 1880352.81 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFBZ6 2043-07-25 2.39036 N/A 65450000.00 844711.42 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 2.34036 N/A 100000000.00 695698.49 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 2.44036 N/A 32328000.00 201670.37 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 942614.21 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.84036 N/A 85000000.00 1000115.45 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.89036 N/A 61902119.00 758249.64 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.84036 N/A 160000000.00 1111068.01 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.86036 N/A 59885082.00 610096.58 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 2.49036 N/A 24418550.00 293053.70 Agency Collateralized Mortgage Obligation FNMA_16-106A N/A 3136AUZG9 2047-01-25 2.24036 N/A 26845225.00 580963.31 Agency Collateralized Mortgage Obligation FNMA_16-26D N/A 3136AR4L9 2042-11-25 1.08162 N/A 4820101.00 1399104.38 Agency Collateralized Mortgage Obligation FNMA_16-32A N/A 3136ASTL0 2042-11-25 1.08162 N/A 2724659.00 733068.76 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 2.24036 N/A 20000000.00 520705.52 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 2.24036 N/A 38400349.00 1187376.60 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 2.24036 N/A 18582352.00 520766.25 Agency Collateralized Mortgage Obligation FNMA_16-84 N/A 3136AUKP5 2046-11-25 4.25964 N/A 19000000.00 3147306.31 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 2.34036 N/A 141990914.00 2537738.26 Agency Collateralized Mortgage Obligation FNMA_17-66B N/A 3136AYAL7 2047-09-25 4.10964 N/A 3500000.00 1013280.48 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 2.39036 N/A 50000000.00 644337.24 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 2.44036 N/A 80378666.00 1294556.02 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.94036 N/A 23967000.00 415996.22 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5NQ4 2049-07-25 2.29036 N/A 14527000.00 496658.98 Agency Collateralized Mortgage Obligation FNMA_19-38H N/A 3136B5ES0 2049-07-25 4.20964 N/A 31967403.00 6916266.54 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 2.29036 N/A 104126044.00 3144194.17 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 2.29036 N/A 55888578.00 1086935.82 Agency Collateralized Mortgage Obligation FNMA_19-57J N/A 3136B6RW5 2049-10-25 2.24036 N/A 22607858.00 447365.09 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 2.29036 N/A 36516371.00 817687.02 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 2.24036 N/A 32999250.00 1047979.02 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 2.24036 N/A 4500000.00 128387.72 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 2.29036 N/A 33282680.00 1014135.71 Agency Collateralized Mortgage Obligation FNMA_19-83B N/A 3136B8BC2 2050-01-25 2.19036 N/A 6305000.00 290207.90 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 2.29036 N/A 110398000.00 3562292.74 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 2.19036 N/A 11870512.00 465172.10 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 2.29036 N/A 22318291.00 1187532.50 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1125383.78 Agency Collateralized Mortgage Obligation FNMA_21-25B N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2031796.73 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0.10484 N/A 25000000.00 441496.60 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 3735000.00 2267010.96 Agency Collateralized Mortgage Obligation FNMA_21-95F N/A 3136BKUQ3 2051-08-25 3 N/A 18765500.00 1465829.47 Agency Collateralized Mortgage Obligation FNMA_22-10 N/A 3136BL4A5 2040-05-25 2.25 N/A 250000.00 123610.82 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 5990517.37 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1549014.88 Agency Collateralized Mortgage Obligation FNMA_23-14B N/A 3136BPL33 2053-04-25 5.5 N/A 500000.00 587040.45 Agency Collateralized Mortgage Obligation FNMA_23-28D N/A 3136BQAQ2 2050-05-25 3.5 N/A 27569821.00 3770517.62 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTV1 2053-11-25 2.30484 N/A 74472971.00 2160588.98 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 2.24036 N/A 54205919.00 3687881.35 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPC8 2055-01-25 2.20484 N/A 105302659.00 2463418.92 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.90484 N/A 74500000.00 2399928.05 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 1.55484 N/A 30000000.00 352193.93 Agency Collateralized Mortgage Obligation FNMA_24-74F N/A 3136BS3U7 2054-10-25 4.54516 N/A 6631589.00 5767288.89 Agency Collateralized Mortgage Obligation FNMA_24-7E N/A 3136BQZ51 2054-02-25 6.5 N/A 22071153.00 2284359.43 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 2.24036 N/A 69606673.00 5311331.48 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 2.24036 N/A 27901889.00 2224968.97 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 2.29036 N/A 96587793.00 7541219.00 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 2.34036 N/A 82712887.00 7298895.69 Agency Collateralized Mortgage Obligation FNMA_25-102A N/A 3136BYCL4 2055-12-25 4.5 N/A 1691000.00 1489011.75 Agency Collateralized Mortgage Obligation FNMA_25-102B N/A 3136BYCR1 2055-12-25 1.15484 N/A 123916130.00 3552920.20 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCT7 2055-12-25 1.80484 N/A 164996762.00 8115410.16 Agency Collateralized Mortgage Obligation FNMA_25-102E N/A 3136BYDE9 2055-12-25 1.80484 N/A 141430551.00 6480435.10 Agency Collateralized Mortgage Obligation FNMA_25-20A N/A 3136BVCY2 2055-03-25 0.80484 N/A 135833334.00 1572890.48 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 2.29036 N/A 70650117.00 6386056.57 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.499996 N/A 535378.00 88263.89 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 2.24036 N/A 52006853.00 4321056.59 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 2.19036 N/A 50544901.00 3853682.13 Agency Collateralized Mortgage Obligation FNMA_25-34E N/A 3136BVE38 2055-05-25 2.15484 N/A 100000000.00 2584466.72 Agency Collateralized Mortgage Obligation FNMA_25-45A N/A 3136BWEG7 2055-06-25 1.40484 N/A 222035474.00 6865245.73 Agency Collateralized Mortgage Obligation FNMA_25-46 N/A 3136BV7C6 2052-03-25 5 N/A 6000000.00 3548879.31 Agency Collateralized Mortgage Obligation FNMA_25-69A N/A 3136BWB21 2051-10-25 5 N/A 1900000.00 1618337.20 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUVH0 2055-02-25 5.64516 N/A 4850000.00 3274752.34 Agency Collateralized Mortgage Obligation FNMA_25-70C N/A 3136BXKF0 2055-09-25 5.04516 N/A 1400000.00 1270449.57 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 1.45484 N/A 101000000.00 1527306.42 Agency Collateralized Mortgage Obligation FNMA_25-8C N/A 3136BURC6 2055-02-25 1.45484 N/A 77000000.00 1253510.35 Agency Collateralized Mortgage Obligation FNMA_25-97B N/A 3136BX2T0 2055-11-25 1.74484 N/A 50000000.00 2143134.68 Agency Collateralized Mortgage Obligation FNMA_26-22A N/A 3136G5HV5 2056-04-25 4 N/A 27761052.00 23454763.77 Agency Collateralized Mortgage Obligation FNMA_26-22A N/A 3136G5JD3 2056-04-25 1.85484 N/A 43766251.00 3421522.23 Agency Collateralized Mortgage Obligation FNMA_26-22A N/A 3136G5JC5 2056-04-25 4.64516 N/A 43766251.00 43447135.97 Agency Collateralized Mortgage Obligation FNMA_26-22B N/A 3136G5HK9 2056-04-25 1.35484 N/A 210371335.00 5275077.89 Agency Collateralized Mortgage Obligation FNMA_26-22C N/A 3136G5MS6 2056-04-25 1.15484 N/A 80184174.00 2861435.00 Agency Collateralized Mortgage Obligation FNMA_26-22C N/A 3136G5HR4 2056-04-25 1.25484 N/A 100000000.00 3843596.32 Agency Collateralized Mortgage Obligation FNMA_26-22C N/A 3136G5MU1 2056-04-25 1.05484 N/A 62000000.00 2046431.58 Agency Collateralized Mortgage Obligation FNMA_26-22D N/A 3136G5UH1 2056-04-25 1.10484 N/A 119571493.00 2769570.38 Agency Collateralized Mortgage Obligation FNMA_26-30A N/A 3136G5TF7 2056-05-25 8.23936 N/A 5000000.00 5153851.78 Agency Collateralized Mortgage Obligation FNMA_26-30A N/A 3136G5TE0 2056-05-25 0.05 N/A 82500000.00 90332.92 Agency Collateralized Mortgage Obligation FNMA_26-30C N/A 3136G5TK6 2056-05-25 3.15217 N/A 59955733.00 4944117.70 Agency Collateralized Mortgage Obligation FNMA_26-30D N/A 3136G5UA6 2056-05-25 4.5 N/A 26690192.00 26130418.61 Agency Collateralized Mortgage Obligation FNMA_26-30D N/A 3136G5TU4 2056-05-25 2.56217 N/A 40035288.00 2891462.88 Agency Collateralized Mortgage Obligation FNMA_26-4A N/A 3136BYWE8 2053-08-25 4.5 N/A 22790000.00 22175112.64 Agency Collateralized Mortgage Obligation FNMA_26-8 N/A 3136BYYX4 2056-02-25 0.05 N/A 54174289.00 55442.55 Agency Collateralized Mortgage Obligation FNMA_98-46 N/A 31359ULD5 2028-05-18 4.26835 N/A 150000000.00 20494.93 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2266 N/A 3133TQFM4 2030-11-15 4.20428 N/A 17300000.00 66.11 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3621 N/A 31398LZZ4 2040-01-15 5 N/A 6000000.00 913135.97 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.74572 N/A 46000000.00 217433.73 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4631 N/A 3137BSZD8 2046-11-15 4.25428 N/A 10300000.00 1669187.28 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 88443.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4790 N/A 3137F5BX6 2043-10-15 3.94428 N/A 700000.00 199696.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4791 N/A 3137F5A74 2048-05-15 3 N/A 18209000.00 478382.43 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 2.19036 N/A 50404811.00 2879156.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2111906.48 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H36E7 2051-10-25 3 N/A 11222368.00 1069036.50 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6689646.70 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5480 N/A 3137HHKD2 2053-10-25 5.09516 N/A 3067000.00 1674373.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5483 N/A 3137HHNF4 2054-07-01 4.94516 N/A 5930000.00 4012327.47 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5539 N/A 3137HL3Y6 2055-05-25 5.14516 N/A 1049000.00 703968.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5570 N/A 3137HMM23 2055-05-25 5.04516 N/A 1641000.00 1193734.52 Agency Collateralized Mortgage Obligation FREMF_19-K735 N/A 30298FAL8 2026-06-25 0 N/A 21497542.00 20973281.44 Agency Collateralized Mortgage Obligation FRESB_20-SB78 N/A 30316KAF8 2040-07-25 9.13568 N/A 37640345.00 20374053.26 Agency Collateralized Mortgage Obligation GNMA_17-95A N/A 38380FMK9 2046-08-20 4 N/A 3048210.00 64675.76 Agency Collateralized Mortgage Obligation GNMA_19-159H N/A 38382BJA2 2049-12-20 3.5 N/A 86999066.00 4256772.72 Agency Collateralized Mortgage Obligation GNMA_22-18H N/A 38383GC74 2052-01-20 4 N/A 30006250.00 4447930.51 Agency Collateralized Mortgage Obligation GNMA_23-20D N/A 38383VWQ7 2053-02-20 3.35986 N/A 3843000.00 163409.67 Agency Collateralized Mortgage Obligation GNMA_24-11C N/A 38384G3V0 2054-01-20 2.75986 N/A 8060000.00 190180.85 Agency Collateralized Mortgage Obligation GNMA_24-25C N/A 38384JR71 2054-02-20 4.64014 N/A 50000000.00 19589629.00 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTQ4 2054-03-20 2.35986 N/A 5816000.00 227237.80 Agency Collateralized Mortgage Obligation GNMA_25-127A N/A 38381PM67 2055-07-20 2.25986 N/A 2279000.00 118840.54 Agency Collateralized Mortgage Obligation GNMA_25-13 N/A 38381L4L3 2058-02-16 4.75 N/A 50000.00 48487.86 Agency Collateralized Mortgage Obligation GNMA_25-173P N/A 38383BA51 2050-08-20 3.49999 N/A 902285.00 142272.42 Agency Collateralized Mortgage Obligation GNMA_25-188A N/A 38385JMK6 2055-11-20 4.64014 N/A 30000000.00 29802865.76 Agency Collateralized Mortgage Obligation GNMA_25-208C N/A 38385KHJ2 2065-12-20 6 N/A 416666.00 74163.03 Agency Collateralized Mortgage Obligation GNMA_25-221 N/A 38381SDW4 2067-09-16 4.75 N/A 1250000.00 1215544.14 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.92986 N/A 2099000.00 118515.90 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MDH0 2067-01-16 5 N/A 328571.00 307472.72 Agency Collateralized Mortgage Obligation GNMA_25-76 N/A 38381MGX2 2066-09-16 0.93119 N/A 49590410.00 3936910.54 Agency Collateralized Mortgage Obligation GNMA_26-2F N/A 38385LDY1 2066-01-20 1.40986 N/A 70000000.00 1767636.15 Agency Collateralized Mortgage Obligation GNMA_26-30C N/A 38385MEK8 2056-02-20 4.5 N/A 1920956.00 1887263.98 Agency Collateralized Mortgage Obligation GNMA_26-47C N/A 38385NNX8 2056-03-20 5.5 N/A 1071600.00 1069910.92 Agency Collateralized Mortgage Obligation GNMA_26-47G N/A 38385NPW8 2056-03-20 4.75387 N/A 13579531.00 13593239.30 Agency Collateralized Mortgage Obligation GNMA_26-47M N/A 38385NTG9 2056-03-20 0.55986 N/A 50000000.00 619278.07 Agency Collateralized Mortgage Obligation GNMA_26-68A N/A 38385RAM7 2056-04-20 0.15 N/A 20000000.00 80233.33 Agency Collateralized Mortgage Obligation GNMA_26-68A N/A 38385RAG0 2056-04-20 0.1 N/A 50000000.00 133388.89 Agency Collateralized Mortgage Obligation GNMA_26-68A N/A 38385RCF0 2056-04-20 1.2062796 N/A 125000000.00 4809384.72 Agency Collateralized Mortgage Obligation GNMA_26-68A N/A 38385RAF2 2056-04-20 0.05 N/A 30000000.00 39596.67 Agency Collateralized Mortgage Obligation GNMA_26-68B N/A 38385RFH3 2056-04-20 2.0602 N/A 68985500.00 3588230.96 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Citigroup Global Markets, Inc. 3.72000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHSTR_380 N/A 3142FR2X8 2050-01-25 3 N/A 37265131.00 4402708.11 Agency Collateralized Mortgage Obligation FHSTR_401 N/A 3142G47L9 2053-06-25 5 N/A 25000000.00 4506682.24 Agency Collateralized Mortgage Obligation GNMA_10-158E N/A 38377RBW4 2040-12-20 2.44902 N/A 25783851.00 6669019.38 Agency Collateralized Mortgage Obligation GNMA_11-72 N/A 38377WHJ6 2041-05-16 2.12957 N/A 44705211.00 5494769.32 Agency Collateralized Mortgage Obligation GNMA_20-158 N/A 38380RCL2 2060-08-16 0.82639 N/A 123770784.00 4448351.28 Agency Collateralized Mortgage Obligation GNMA_21-131B N/A 38382T5V2 2051-07-20 3 N/A 93750000.00 5885325.57 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A6K5 2051-09-20 3.5 N/A 48427383.00 6021242.38 Agency Collateralized Mortgage Obligation GNMA_21-186 N/A 38383CV72 2063-05-16 0.76297 N/A 100000000.00 4663462.88 Agency Collateralized Mortgage Obligation GNMA_21-30B N/A 38382NXZ5 2051-02-20 2.5 N/A 45988001.00 4905736.27 Agency Collateralized Mortgage Obligation GNMA_21-30B N/A 38382NXX0 2051-02-20 2.5 N/A 71092492.00 6684148.35 Agency Collateralized Mortgage Obligation GNMA_21-76A N/A 38382RMZ8 2050-08-20 3 N/A 89716665.00 6398486.11 Agency Collateralized Mortgage Obligation GNMA_21-9B N/A 38382ME62 2051-01-20 2 N/A 75000000.00 5218458.18 Agency Collateralized Mortgage Obligation GNMA_21-H04 N/A 38380QYA4 2070-12-20 4.79014 N/A 10000000.00 6603017.73 Agency Collateralized Mortgage Obligation GNMA_21-H18 N/A 38382YHH9 2071-12-20 1.3682 N/A 50209180.00 4092705.51 Agency Collateralized Mortgage Obligation GNMA_22-114D N/A 38383TGK3 2052-06-20 0 N/A 11111111.00 6436683.15 Agency Collateralized Mortgage Obligation GNMA_22-128C N/A 38383UAB6 2052-07-20 2.40986 N/A 70000000.00 4903968.77 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 2.70986 N/A 161538459.00 6290059.23 Agency Collateralized Mortgage Obligation GNMA_23-147K N/A 38384DSN8 2051-05-20 2.60986 N/A 44733204.00 4618762.19 Agency Collateralized Mortgage Obligation GNMA_23-166G N/A 38384GAP5 2050-07-20 4 N/A 36677515.00 5784393.09 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 2.70986 N/A 185000000.00 5115736.36 Agency Collateralized Mortgage Obligation GNMA_23-32G N/A 38383VRG5 2053-02-20 2.05986 N/A 150000000.00 3977671.56 Agency Collateralized Mortgage Obligation GNMA_23-48J N/A 38383WUF1 2053-03-20 2.00986 N/A 150000000.00 3976852.03 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XYM0 2053-04-20 2.00986 N/A 141771787.00 4273721.76 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 1.95986 N/A 200000000.00 4216835.93 Agency Collateralized Mortgage Obligation GNMA_23-84H N/A 38384AH89 2048-02-20 3.5 N/A 34629440.00 4359600.41 Agency Collateralized Mortgage Obligation GNMA_24-109G N/A 38384QP36 2064-07-20 7 N/A 15365744.00 7031995.79 Agency Collateralized Mortgage Obligation GNMA_24-110Q N/A 38384QWN4 2054-07-20 2.33986 N/A 100000000.00 4741713.97 Agency Collateralized Mortgage Obligation GNMA_24-127B N/A 38384URC5 2054-08-20 2.99986 N/A 100000000.00 4179591.30 Agency Collateralized Mortgage Obligation GNMA_24-130D N/A 38384VLF2 2051-02-20 2.5 N/A 40225643.00 4682899.27 Agency Collateralized Mortgage Obligation GNMA_24-139 N/A 38381LTA0 2065-05-16 0.87251 N/A 85263765.00 6287697.63 Agency Collateralized Mortgage Obligation GNMA_24-151F N/A 38384WEA9 2054-09-20 1.68986 N/A 195000000.00 6152120.89 Agency Collateralized Mortgage Obligation GNMA_24-164H N/A 38384XTK9 2054-10-20 1.85986 N/A 139555556.00 5786025.35 Agency Collateralized Mortgage Obligation GNMA_24-168B N/A 38384YST9 2054-10-20 1.76986 N/A 125000000.00 4093328.98 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 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7120634.26 Agency Collateralized Mortgage Obligation GNMA_25-114K N/A 38381PWW9 2055-07-20 1.50986 N/A 134452243.00 5015092.32 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PDP5 2055-07-20 0.85986 N/A 500000000.00 5020383.03 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.85986 N/A 830000000.00 5596397.43 Agency Collateralized Mortgage Obligation GNMA_25-115G N/A 38381PBN2 2055-07-20 1.70986 N/A 92951981.00 4808162.26 Agency Collateralized Mortgage Obligation GNMA_25-137B N/A 38381P2V4 2055-08-20 1.57486 N/A 200000000.00 5953900.41 Agency Collateralized Mortgage Obligation GNMA_25-139R N/A 38381QZX2 2055-08-20 2.30986 N/A 50000000.00 4021728.06 Agency Collateralized Mortgage Obligation GNMA_25-143 N/A 38381MM64 2065-05-16 0.75875 N/A 100000000.00 7164411.85 Agency Collateralized Mortgage Obligation GNMA_25-152C N/A 38381UNY4 2055-09-20 1.66025 N/A 127000000.00 4304789.07 Agency Collateralized Mortgage Obligation GNMA_25-169A N/A 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Mortgage Obligation GNMA_25-204G N/A 38385KGB0 2055-12-20 6 N/A 19507877.00 4905492.29 Agency Collateralized Mortgage Obligation GNMA_25-204J N/A 38385KEK2 2055-12-20 2.40986 N/A 93164714.00 4334934.20 Agency Collateralized Mortgage Obligation GNMA_25-209A N/A 38385J3Y7 2055-12-20 0.85986 N/A 300000000.00 5672150.78 Agency Collateralized Mortgage Obligation GNMA_25-214C N/A 38385KR28 2055-12-20 6 N/A 31681129.00 5848894.95 Agency Collateralized Mortgage Obligation GNMA_25-215H N/A 38385KWA4 2045-09-20 1.31484 N/A 162953049.00 5921468.06 Agency Collateralized Mortgage Obligation GNMA_25-24C N/A 38385C2S6 2055-02-20 2.24986 N/A 100000000.00 5042145.24 Agency Collateralized Mortgage Obligation GNMA_25-27B N/A 38385DRH1 2055-02-20 2.30986 N/A 100000000.00 4396387.93 Agency Collateralized Mortgage Obligation GNMA_25-29A N/A 38385CM88 2054-12-20 3.00986 N/A 81347145.00 7210404.28 Agency Collateralized Mortgage Obligation GNMA_25-39J N/A 38385EK29 2055-03-20 1.00986 N/A 448333333.00 4015547.16 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MCE8 2067-01-16 0.65282 N/A 100375221.00 6344790.06 Agency Collateralized Mortgage Obligation GNMA_25-43G N/A 38385EJE5 2050-04-20 4 N/A 24131714.00 4558908.05 Agency Collateralized Mortgage Obligation GNMA_25-54 N/A 38381MAS9 2067-08-16 0.63298 N/A 130000000.00 7126629.61 Agency Collateralized Mortgage Obligation GNMA_25-75 N/A 38381MKW9 2065-05-16 0.84202 N/A 82470287.00 6053454.35 Agency Collateralized Mortgage Obligation GNMA_25-H12B N/A 38384LMV8 2075-04-20 0.67407 N/A 102090493.00 4600519.29 Agency Collateralized Mortgage Obligation GNMA_25-H22A N/A 38384LYL7 2075-10-20 0.72035 N/A 92929269.00 4124761.89 Agency Collateralized Mortgage Obligation GNMA_26-25G N/A 38385MF76 2056-02-20 2.00986 N/A 125000000.00 6962461.32 Agency Collateralized Mortgage Obligation GNMA_26-32F N/A 38385MWM4 2056-02-20 2.05986 N/A 100000000.00 5914267.56 Agency Collateralized Mortgage Obligation GNMA_26-34C N/A 38385MHY5 2056-02-20 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N/A 1001.00 975.26 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4138 N/A 31427RS43 2056-02-01 5 N/A 297632.00 291434.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4247 N/A 31427RWH9 2056-03-01 5 N/A 1000.00 979.51 Agency Mortgage-Backed Securities FEPC 05.000 CLTB0660 N/A 3142K1WW8 2056-04-01 5 N/A 1008.00 999.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQX4921 N/A 31426APF9 2055-01-01 5.5 N/A 1000.00 999.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 1000.00 897.81 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1956 N/A 3142GSE61 2054-07-01 5.5 N/A 1064.00 1014.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5839 N/A 3142GWPZ6 2056-01-01 5.5 N/A 9089088.00 9180308.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 N/A 3072.00 2842.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4274 N/A 31427RXC9 2056-02-01 5.5 N/A 160900.00 157251.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4498 N/A 31427R7L8 2056-02-01 5.5 N/A 1024.00 1037.53 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5292 N/A 3133KY2Z1 2044-05-01 5.5 N/A 1000.00 578.20 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2245 N/A 3142GSP77 2054-08-01 6 N/A 1024.00 805.72 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 2048.00 1277.02 Agency Mortgage-Backed Securities FEPC 06.500 CLQI8360 N/A 3133WFJD0 2054-06-01 6.5 N/A 1008.00 752.30 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ7944 N/A 31427HZJ4 2055-11-01 6.5 N/A 1000.00 1050.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ8967 N/A 31427J6D5 2055-11-01 6.5 N/A 1000.00 1046.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ9734 N/A 31427KY82 2055-12-01 6.5 N/A 209580.00 221954.39 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0015 N/A 3142J6AR4 2055-06-01 6.5 N/A 1024.00 678.31 Agency Mortgage-Backed Securities FEPC 06.500 CLTA2947 N/A 3142JRHZ3 2055-12-01 6.5 N/A 1000.00 1057.76 Agency Mortgage-Backed Securities FEPC 06.500 CLTA5691 N/A 3142JUKD1 2056-02-01 6.5 N/A 1018.00 1078.60 Agency Mortgage-Backed Securities FEPC 06.500 CLTA8957 N/A 3142JX5T7 2056-03-01 6.5 N/A 1030.00 1073.30 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ7240 N/A 31427HBJ0 2055-10-01 7 N/A 1000.00 1070.92 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8612 N/A 3138LMSA2 2028-03-01 3.29 N/A 1869408.00 1846126.91 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9215 N/A 3138LNGZ8 2028-05-01 3.43 N/A 1031.00 1019.61 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4047 N/A 31418DP97 2050-06-01 2 N/A 6943048.00 2861284.40 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 2049.00 1144.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2627 N/A 3140QM4M3 2052-01-01 2.5 N/A 1024.00 636.53 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5928 N/A 3140X9SS5 2051-02-01 2.5 N/A 1000.00 539.63 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9477 N/A 3140XDQ74 2051-11-01 2.5 N/A 1000.00 593.24 Agency Mortgage-Backed Securities FNMS 03.000 CIAB4280 N/A 31417AXJ3 2027-01-01 3 N/A 7199832.00 36957.96 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0205 N/A 3138W9GP9 2043-08-01 3 N/A 1000.00 178.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4322 N/A 3140W4YU5 2055-10-01 3 N/A 1000.00 868.49 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 N/A 1008.00 296.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0852 N/A 3140Q75N3 2047-12-01 3.5 N/A 1000.00 287.22 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3752 N/A 3140X7E21 2050-03-01 3.5 N/A 1024.00 222.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2003 N/A 3140J6GM3 2047-10-01 4 N/A 1000.00 101.51 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2995 N/A 31418CKH6 2047-05-01 4 N/A 1000.00 93.47 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 8065504.00 569265.60 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6036 N/A 3138ENV63 2034-09-01 4 N/A 1000.00 124.07 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1407 N/A 3140Q8R56 2038-03-01 4 N/A 2490804.00 656289.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0467 N/A 3140N4QV2 2052-12-01 4.5 N/A 951240.00 695313.24 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8967 N/A 3140QU6D3 2054-08-01 5 N/A 1000.00 773.34 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2335 N/A 3140Y8SZ0 2056-04-01 5 N/A 1023.00 1015.97 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9482 N/A 3140QVRC0 2054-11-01 5.5 N/A 1024.00 917.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2833 N/A 3140W3EF2 2055-09-01 5.5 N/A 4022944.00 3637642.98 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 N/A 2625969.00 1774417.51 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 1024.00 742.45 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 1000.00 756.73 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0119 N/A 3140Y6DZ0 2055-03-01 6 N/A 1000.00 913.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6403 N/A 3140BKDH4 2055-09-01 6 N/A 1008.00 825.53 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 1152.00 710.18 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1267 N/A 3140Y7MR6 2055-10-01 6.5 N/A 41108.00 36546.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1980 N/A 3140BSFW2 2055-11-01 6.5 N/A 1000.00 1049.35 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4936 N/A 3140BVPW4 2055-11-01 6.5 N/A 1000.00 1054.92 Agency Mortgage-Backed Securities FNMS 06.500 CLFA5108 N/A 3140W5VA9 2055-08-01 6.5 N/A 2134948.00 2130121.78 Agency Mortgage-Backed Securities FNMS 07.000 CLDF7585 N/A 3140BYNB6 2056-02-01 7 N/A 1000.00 1070.46 Agency Mortgage-Backed Securities GNII ET DJ1248 C N/A 3618KML52 2065-05-20 7 N/A 2024.00 1755.44 Agency Mortgage-Backed Securities GNII ET DM5591 C N/A 3618LVF82 2065-09-20 7 N/A 904630.00 940890.56 Agency Mortgage-Backed Securities GNII RG CG8613 C N/A 3617WNSA1 2046-09-20 4 N/A 2000.00 984.52 Agency Mortgage-Backed Securities GNII SF 004882 M N/A 36202FM78 2040-12-20 4 N/A 1024.00 48.72 Agency Mortgage-Backed Securities GNII SF 005304 M N/A 36202F3M6 2042-01-20 3.5 N/A 14744342.00 978599.71 Agency Mortgage-Backed Securities GNII SF BX5449 C N/A 3617QABS5 2050-08-20 3 N/A 2000.00 667.17 Agency Mortgage-Backed Securities GNII SF CT5725 C N/A 3618BBLE7 2053-09-20 7.5 N/A 1000.00 823.77 Agency Mortgage-Backed Securities GNII SF CV2676 C N/A 3618BX6M8 2055-11-20 7.5 N/A 1314746.00 1418672.05 Agency Mortgage-Backed Securities GNII SF CV2682 C N/A 3618BX6T3 2055-08-20 7.5 N/A 11494039.00 12375762.62 Agency Mortgage-Backed Securities GNII SF CV6239 C N/A 3618F24Y8 2053-08-20 7 N/A 1004.00 763.45 Agency Mortgage-Backed Securities GNII SF CV6243 C N/A 3618F25C5 2053-08-20 7 N/A 1000.00 537.94 Agency Mortgage-Backed Securities GNII SF CV6286 C N/A 3618F26X8 2053-09-20 7 N/A 1000.00 856.23 Agency Mortgage-Backed Securities GNII SF CV6288 C N/A 3618F26Z3 2053-09-20 7 N/A 1000.00 828.97 Agency Mortgage-Backed Securities GNII SF CV6323 C N/A 3618F3AY9 2053-10-20 7 N/A 11649007.00 10372673.27 Agency Mortgage-Backed Securities GNII SF CV6949 C N/A 3618F3WJ8 2053-06-20 6.5 N/A 2000.00 763.52 Agency Mortgage-Backed Securities GNII SF CV7430 C N/A 3618F4HF1 2053-07-20 6 N/A 1000.00 1033.19 Agency Mortgage-Backed Securities GNII SF CX0787 C N/A 3618FL2U6 2053-09-20 7 N/A 1044.00 919.76 Agency Mortgage-Backed Securities GNII SF CX5467 C N/A 3618FSCC0 2053-10-20 6.5 N/A 1000.00 953.20 Agency Mortgage-Backed Securities GNII SF CX6094 C N/A 3618FSXX1 2053-11-20 7.5 N/A 1000.00 745.85 Agency Mortgage-Backed Securities GNII SF CX6599 C N/A 3618FTKL9 2053-10-20 7 N/A 1000.00 604.27 Agency Mortgage-Backed Securities GNII SF CX8471 C N/A 3618FVMU2 2053-10-20 6.5 N/A 1000.00 681.83 Agency Mortgage-Backed Securities GNII SF CX8670 C N/A 3618FVT35 2053-10-20 6.5 N/A 1000.00 503.09 Agency Mortgage-Backed Securities GNII SF CZ8933 C N/A 3618GL4S8 2054-01-20 8 N/A 1000.00 484.01 Agency Mortgage-Backed Securities GNII SF DF7613 C N/A 3618JRN69 2055-03-20 7 N/A 5349817.00 5629634.29 Agency Mortgage-Backed Securities GNII SF DF7617 C N/A 3618JRPA8 2055-03-20 7 N/A 2785966.00 2931966.95 Agency Mortgage-Backed Securities GNII SF DH8947 C N/A 3618KH5G7 2055-03-20 7.5 N/A 3848704.00 3722993.19 Agency Mortgage-Backed Securities GNII SF DJ4219 C N/A 3618KQVL7 2055-07-20 7 N/A 8823383.00 9317759.12 Agency Mortgage-Backed Securities GNII SF DJ4872 C N/A 3618KRMV3 2055-05-20 7 N/A 1000.00 1056.02 Agency Mortgage-Backed Securities GNII SF DK7884 C N/A 3618L7XM4 2055-09-20 7 N/A 6121058.00 6518421.37 Agency Mortgage-Backed Securities GNII SF DL7326 C N/A 3618LKD70 2055-08-20 7.5 N/A 7698304.00 8289412.50 Agency Mortgage-Backed Securities GNII SF DL8227 C N/A 3618LLD86 2055-09-20 6.5 N/A 1000.00 1060.64 Agency Mortgage-Backed Securities GNII SF DM0811 C N/A 3618LP3U9 2055-09-20 7.5 N/A 23715738.00 24948897.86 Agency Mortgage-Backed Securities GNII SF DM6291 C N/A 3618LV7C2 2055-09-20 7.5 N/A 2338513.00 2520425.77 Agency Mortgage-Backed Securities GNII SF DN5621 C N/A 3618M8G65 2055-10-20 7 N/A 1000.00 1048.97 Agency Mortgage-Backed Securities GNII SF DN9439 C N/A 3618MCPY5 2055-12-20 7.5 N/A 3047093.00 3290351.06 Agency Mortgage-Backed Securities GNII SF DN9459 C N/A 3618MCQL2 2055-11-20 7 N/A 14093938.00 14923688.18 Agency Mortgage-Backed Securities GNII SF DO3180 C N/A 3618NYQ90 2055-12-20 6.5 N/A 61042.00 63786.17 Agency Mortgage-Backed Securities GNII SF DP0260 C N/A 3618MEJD4 2056-01-20 7 N/A 4001478.00 4273698.47 Agency Mortgage-Backed Securities GNII SF DP3937 C N/A 3618MJLS7 2056-01-20 6.5 N/A 4273427.00 4607717.15 Agency Mortgage-Backed Securities GNII SF DP8130 C N/A 3618MPA71 2056-02-20 6.5 N/A 1000.00 1073.59 Agency Mortgage-Backed Securities GNII SF DP9618 C N/A 3618MQVK7 2056-03-20 5.5 N/A 1000.00 1006.62 Agency Mortgage-Backed Securities GNII SF DQ0336 C N/A 3618MSLR9 2056-03-20 5.5 N/A 5210311.00 5406947.62 Agency Mortgage-Backed Securities GNII SF DQ1177 C N/A 3618MTJW9 2056-02-20 6.5 N/A 1000.00 1058.15 Agency Mortgage-Backed Securities GNII SF DQ2271 C N/A 3618MUQY4 2056-03-20 5.5 N/A 4980425.00 5167088.87 Agency Mortgage-Backed Securities GNII SF DQ2961 C N/A 3618MVJE4 2056-02-20 6.5 N/A 1008.00 1075.84 Agency Mortgage-Backed Securities GNII SF DQ9695 C N/A 3618N3XY5 2056-04-20 6.5 N/A 5720853.00 6116879.68 Agency Mortgage-Backed Securities GNII SF DR1664 C N/A 3618V9Z54 2056-04-20 7 N/A 1000.00 1065.52 Agency Mortgage-Backed Securities GNII SF DR8273 C N/A 3618VHFN9 2056-04-20 6 N/A 1000.00 1037.23 Agency Mortgage-Backed Securities GNII SF DR8274 C N/A 3618VHFP4 2056-04-20 6.5 N/A 1000.00 1060.17 Agency Mortgage-Backed Securities GNII SF MA4321 M N/A 36179SYS0 2047-02-20 3.5 N/A 1024.00 112.99 Agency Mortgage-Backed Securities GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 N/A 66728832.00 7590370.85 Agency Mortgage-Backed Securities GNII SF MA5398 M N/A 36179T7K5 2048-08-20 4 N/A 100000000.00 8911264.49 Agency Mortgage-Backed Securities GNII SF MA5528 M N/A 36179UD90 2048-10-20 4 N/A 2048.00 178.24 Agency Mortgage-Backed Securities GNII SF MA6338 M N/A 36179VBF6 2049-12-20 3 N/A 2064.00 336.85 Agency Mortgage-Backed Securities GNII SF MA7193 M N/A 36179V7E4 2051-02-20 2.5 N/A 2000.00 861.23 Agency Mortgage-Backed Securities GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 N/A 10952532.00 5298732.21 Agency Mortgage-Backed Securities GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 N/A 2048.00 1040.21 Agency Mortgage-Backed Securities GNII SF MA7766 M N/A 36179WTX6 2051-12-20 2 N/A 36225898.00 20988091.12 Agency Mortgage-Backed Securities GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 N/A 16973312.00 10485363.25 Agency Mortgage-Backed Securities GNII SF MA7988 M N/A 36179W2V9 2052-04-20 3 N/A 2000.00 1270.76 Agency Mortgage-Backed Securities GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 N/A 3016.00 1990.11 Agency Mortgage-Backed Securities GNII SF MA8201 M N/A 36179XDE3 2052-08-20 4.5 N/A 1000.00 706.58 Agency Mortgage-Backed Securities GNII SF MA8345 M N/A 36179XHW9 2052-10-20 3.5 N/A 3024.00 2116.06 Agency Mortgage-Backed Securities GNII SF MA8725 M N/A 36179XVS2 2053-03-20 5 N/A 1015.00 744.79 Agency Mortgage-Backed Securities GNII SF MA9601 M N/A 36179YU28 2054-04-20 3.5 N/A 1024.00 730.15 Agency Mortgage-Backed Securities GNII SF MA9606 M N/A 36179YU77 2054-02-20 6 N/A 1024.00 543.59 Agency Mortgage-Backed Securities GNII SF MA9728 M N/A 36179YYZ1 2054-05-20 7 N/A 1644.00 518.58 Agency Mortgage-Backed Securities GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 N/A 103381000.00 75530455.30 Agency Mortgage-Backed Securities GNII SF MA9904 M N/A 36180AAD5 2053-05-20 4.5 N/A 1008.00 906.80 Agency Mortgage-Backed Securities GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 N/A 1000.00 566.21 Agency Mortgage-Backed Securities GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 N/A 83301.00 68947.97 Agency Mortgage-Backed Securities GNII SF MB0481 M N/A 3618N5RB7 2055-07-20 3.5 N/A 2400.00 2132.72 Agency Mortgage-Backed Securities GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 N/A 1000.00 975.39 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 3618N5TN9 2055-06-20 5.5 N/A 13008616.00 12525956.32 Agency Mortgage-Backed Securities GNII SF MB0624 M N/A 3618N5VS5 2055-08-20 6 N/A 2000.00 1964.55 Agency Mortgage-Backed Securities GNII SF MB0685 M N/A 3618N5XP9 2055-09-20 5 N/A 1000.00 983.09 Agency Mortgage-Backed Securities GNII SF MB0687 M N/A 3618N5XR5 2055-10-20 6 N/A 1024.00 1021.94 Agency Mortgage-Backed Securities GNII SF MB0744 M N/A 3618N5ZJ1 2055-11-20 4.5 N/A 73950600.00 70895244.01 Agency Mortgage-Backed Securities GNII SF MB0874 M N/A 3618N56L8 2056-01-20 6.5 N/A 40366848.00 42079321.84 Agency Mortgage-Backed Securities GNII SF MB0933 M N/A 3618N6BB2 2056-01-20 3.5 N/A 30807100.00 27803037.63 Agency Mortgage-Backed Securities GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 N/A 2008.00 1933.95 Agency Mortgage-Backed Securities GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 N/A 367965.00 365127.39 Agency Mortgage-Backed Securities GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 N/A 1362138.00 1355409.27 Agency Mortgage-Backed Securities GNII SP 788377 C N/A 3622AEFS0 2055-12-20 6.5 N/A 7217000.00 7393732.65 Agency Mortgage-Backed Securities GNMI SF 737796 X N/A 3620ARUV1 2040-12-15 3.5 N/A 1024.00 43.92 Agency Mortgage-Backed Securities GNMI SF AF5046 X N/A 36181LTB4 2028-08-15 3 N/A 5825372.00 110904.51 Agency Mortgage-Backed Securities GNMI SP 783252 X N/A 36241LTH9 2040-09-15 5 N/A 1024.00 53.33 Agency Mortgage-Backed Securities GNMI SP 783279 X N/A 36241LUC8 2039-07-15 5.5 N/A 4124.00 356.73 Agency Mortgage-Backed Securities GNMI SP 783685 X N/A 3622A2CW0 2042-10-15 3 N/A 8415960.00 697343.09 Agency Mortgage-Backed Securities TINT 02/15/42 N/A 912834LB2 2042-02-15 0 N/A 1.00 0.45 U.S. Treasuries 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91282CQA2 2029-02-15 3.5 N/A 2050833.00 2040998.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 1221877.00 500811.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 96.00 22.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 240.00 78.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 192.00 146.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 33015925.00 32425222.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 0.00 0.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 48.00 47.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 61.00 42.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 17933004.00 18318714.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 335.00 105.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 48.00 48.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 11.00 11.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 96.00 96.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 48.00 42.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 48.00 48.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128203H8 2027-08-15 0 N/A 48.00 45.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 2.00 0.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 48.00 48.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 192.00 184.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 16.00 3.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 48.00 54.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 47607988.00 65746810.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 0.00 0.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 12.00 9.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 192.00 184.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 495.00 268.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 2779.00 733.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 32535.00 10786.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 1725.00 1680.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 1.00 0.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 624948.00 228406.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 N/A 48.00 45.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 0.00 0.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 24.00 17.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 6851844.00 7902953.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 102877.00 84937.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 240.00 235.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821QH1 2034-08-15 0 N/A 48.00 33.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 17689156.00 18743616.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 0.00 0.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 192.00 191.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 3800319.00 3965883.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0 N/A 48.00 35.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 96.00 116.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821SR7 2035-08-15 0 N/A 3306.00 2199.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 48.00 47.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 0.00 0.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 48.00 49.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 29.00 17.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 815.00 820.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 0.00 0.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 1.00 0.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 431.00 442.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 11979167.00 11771708.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 3.00 2.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 192.00 137.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 96.00 98.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 34954873.00 35000488.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 16578113.00 16857320.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 40956292.00 39507829.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 41563827.00 40181837.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 3651538.00 3838755.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 0.00 0.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GL1 2042-08-15 0 N/A 383.00 170.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 1533.00 1542.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 479.00 475.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 95.00 39.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 96.00 40.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0 N/A 144.00 78.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 2.00 0.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 21922450.00 26028500.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 0.00 0.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 7187500.00 4810953.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 61.00 21.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 2540.00 1650.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 130273.00 56758.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 4.00 3.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 28030052.00 33871476.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 17.00 4.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 3066571.00 3064209.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 48.00 33.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 95881.00 26874.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821CA1 2029-05-15 0 N/A 48.00 42.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 1342.00 1338.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0 N/A 192.00 189.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 3.00 1.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 130247.00 55039.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 1.00 0.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 2300.00 550.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 3.00 0.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 479.00 454.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 0.00 0.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 527.00 556.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 0.00 0.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 50041723.00 49409138.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 192.00 142.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 17.00 10.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 479.00 365.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 4.00 1.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 240.00 381.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 478.00 371.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 1.00 0.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 22668177.00 28301815.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 186730772.00 183126868.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.833245628 N/A 144.00 143.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 48.00 40.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 10605444.00 6798629.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 9.00 3.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 288.00 289.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 24.00 5.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 48.00 46.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 1102.00 1091.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 575.00 561.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 48.00 12.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 11.00 9.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 192.00 99.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 0.00 0.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 47595482.00 46825447.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 910.00 774.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 0.00 0.03 U.S. Treasuries 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2027-10-28 N N N 0.0378 89999505.00 89999505.00 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76499880 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2027-10-01 2027-10-01 N N N 0.0381 170093098.80 170093098.80 0.0009 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.88000000 3130BA5E3 2549001DPIFGXC1TOL40 US3130BA5E39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-25 2026-09-25 2026-09-25 N N N 0.0384 445383284.14 445383284.14 0.0023 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.84700000 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-04-09 2027-04-09 2027-04-09 N N N 0.0396 895105200.64 895105200.64 0.0047 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.50000000 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-01-11 2027-01-11 2027-01-11 N N N 0.0369 1336593253.61 1336593253.61 0.0070 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-14 2026-09-14 2026-09-14 N N N 0.0369 658577922.66 658577922.66 0.0034 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-08-28 2026-08-28 2026-08-28 N N N 0.0369 101074105.34 101074105.34 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-06-24 2026-06-24 2026-06-24 N N N 0.0367 691734420.00 691734420.00 0.0036 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 64551452.62 64551452.62 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384AX7 2549001DPIFGXC1TOL40 US313384AX79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-01-22 2027-01-22 2027-01-22 N N N 0.0371 195663114.33 195663114.33 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-08 2026-07-08 2026-07-08 N N N 0.0367 222655167.84 222655167.84 0.0012 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385V37 2549001DPIFGXC1TOL40 US313385V372 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0371 644079788.89 644079788.89 0.0034 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-10 2026-07-10 2026-07-10 N N N 0.0367 854488296.42 854488296.42 0.0045 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-08-21 2026-08-21 2026-08-21 N N N 0.0369 76328851.27 76328851.27 0.0004 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-17 2026-07-17 2026-07-17 N N N 0.0367 978592736.36 978592736.36 0.0051 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-11-27 2026-11-27 2026-11-27 N N N 0.0370 194661958.01 194661958.01 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-07-13 2026-07-13 2026-07-13 N N N 0.0367 676950284.86 676950284.86 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.75500160 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2027-02-05 2027-02-05 N N N 0.0378 318201443.46 318201443.46 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.68499960 3130B5LU0 2549001DPIFGXC1TOL40 US3130B5LU01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's 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notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-07-24 2026-07-24 N N N 0.0371 446957041.12 446957041.12 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8ZK1 2549001DPIFGXC1TOL40 US3130B8ZK12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-07-02 2026-07-02 N N N 0.0373 122223526.69 122223526.69 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-09-08 2026-09-08 N N N 0.0387 670600891.90 670600891.90 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.72999960 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2027-03-18 2027-03-18 N N N 0.0381 480833220.16 480833220.16 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8EX6 2549001DPIFGXC1TOL40 US3130B8EX61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-06-30 2026-06-30 N N N 0.0377 222216371.15 222216371.15 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-08-18 2026-08-18 N N N 0.0374 108149090.46 108149090.46 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8PH9 2549001DPIFGXC1TOL40 US3130B8PH92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-06-22 2026-06-22 N N N 0.0374 671195824.63 671195824.63 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B9JK7 2549001DPIFGXC1TOL40 US3130B9JK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-05-18 2026-05-18 N N N 0.0365 665695346.76 665695346.76 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-09-04 2026-09-04 N N N 0.0379 216674797.79 216674797.79 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130B8NY4 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Notes 3.62999880 3130B9GT1 2549001DPIFGXC1TOL40 US3130B9GT15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-06-16 2026-06-16 N N N 0.0375 445196251.42 445196251.42 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-11-30 2026-11-30 N N N 0.0378 227919892.88 227919892.88 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2027-03-25 2027-03-25 N N N 0.0375 344120984.29 344120984.29 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65500080 3130B8F64 2549001DPIFGXC1TOL40 US3130B8F643 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-06-04 2026-06-04 N N N 0.0381 444394489.44 444394489.44 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63499920 3130BA4B0 2549001DPIFGXC1TOL40 US3130BA4B09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-07-28 2026-07-28 N N N 0.0370 222600730.13 222600730.13 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130B8M74 2549001DPIFGXC1TOL40 US3130B8M748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-06-18 2026-06-18 N N N 0.0376 445253650.59 445253650.59 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8ZJ4 2549001DPIFGXC1TOL40 US3130B8ZJ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-07-02 2026-07-02 N N N 0.0373 163088396.38 163088396.38 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8ME9 2549001DPIFGXC1TOL40 US3130B8ME98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-07-17 2026-07-17 N N N 0.0373 445256268.72 445256268.72 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAHE0 2549001DPIFGXC1TOL40 US3130BAHE09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-07-28 2026-07-28 N N N 0.0366 349999300.00 349999300.00 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8QE5 2549001DPIFGXC1TOL40 US3130B8QE52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2026-06-25 2026-06-25 N N N 0.0374 223476831.05 223476831.05 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.72499920 3130B7YQ1 2549001DPIFGXC1TOL40 US3130B7YQ18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2027-04-02 2027-04-02 N N N 0.0382 399974056.00 399974056.00 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B54R6 2549001DPIFGXC1TOL40 US3130B54R67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-01 2027-02-12 2027-02-12 N N N 0.0378 400152596.00 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16680301.06 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 20547900.00 20284205.62 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 500.00 495.45 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 301400.00 297759.89 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 8808700.00 7654498.23 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 135841200.00 128987827.59 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 748600.00 703713.64 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 3400.00 3355.81 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 63600.00 60635.72 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 8973100.00 7823136.65 U.S. Treasuries (including strips) 1 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13830244.15 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 3120700.00 3017101.76 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 93306300.00 89532407.39 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 17581000.00 17077761.84 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 15200.00 14690.29 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 149219400.00 148968923.76 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 96542300.00 95879849.02 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 N/A 15291200.00 15187250.42 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 22284100.00 22419180.06 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 16307500.00 15752355.13 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 N/A 937900.00 922213.28 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 155266400.00 153820323.38 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 50991200.00 50750680.14 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 50229000.00 49202320.60 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 24934400.00 25225657.21 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 61500.00 61879.40 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 17977300.00 18092989.65 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 23663900.00 23611360.23 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 N/A 55859200.00 56024646.31 U.S. Treasuries 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N/A 91282CMH1 2027-01-31 4.125 N/A 581200.00 588786.74 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 N/A 293500.00 289738.30 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 2600.00 2648.30 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 10001100.00 10126385.93 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 254000.00 256301.81 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 800300.00 820961.00 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 800.00 816.75 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 29351200.00 30376202.61 U.S. Treasuries (including strips) 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 N/A 441431200.00 436431347.80 U.S. Treasuries (including strips) 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 N/A 136015200.00 135793121.75 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 742566400.00 748114436.43 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 17500200.00 17374846.07 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 22093400.00 22120160.72 U.S. Treasuries (including strips) BILL 05/07/26 N/A 912797SP3 2026-05-07 0 N/A 1200.00 1199.28 U.S. Treasuries (including strips) BILL 07/28/26 N/A 912797UR6 2026-07-28 0 N/A 1000.00 991.26 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.8032 N/A 47000.00 47051.42 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 4500000000.00 4500000000.00 0.0235 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.64000000 N/A 549300H47WTHXPU08X20 BYJ3GBE51 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries 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3132DQ2K1 2052-04-01 2.5 N/A 2000.00 1423.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 724.91 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 N/A 1000.00 750.21 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1105.00 652.67 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 19000.00 6477.78 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 N/A 4000.00 1660.37 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 N/A 3132DWBU6 2051-06-01 2.5 N/A 4000.00 2221.89 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 1000.00 584.82 Agency Mortgage-Backed Securities FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 N/A 1008.00 856.81 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2107 N/A 3133USKU4 2051-07-25 2.5 N/A 5618076.00 4107027.97 Agency 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2055.50 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 N/A 58999.00 41148.48 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8254 N/A 3132DWE33 2052-10-01 3 N/A 2000.00 1445.14 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 1000.00 710.68 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4397 N/A 31427R3F5 2052-05-01 3 N/A 1949.00 1714.79 Agency Mortgage-Backed Securities FEPC 03.000 CLSL5143 N/A 31427SWD6 2050-02-01 3 N/A 4563740.00 4090606.43 Agency Mortgage-Backed Securities FEPC 03.000 CTQK0071 N/A 3133D3CG8 2039-10-01 3 N/A 1000.00 433.67 Agency Mortgage-Backed Securities FEPC 03.500 3PRE6008 N/A 3133N3U93 2049-11-01 3.5 N/A 1000.00 69.46 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1100 N/A 3132ADGH5 2042-12-01 3.5 N/A 1024.00 125.24 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1104 N/A 3132ADGM4 2043-02-01 3.5 N/A 1040.00 160.38 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 25674.26 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 97999.00 70519.60 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1289.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 601874.00 375314.12 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2000.00 1333.84 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40000.00 26651.43 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 N/A 3000.00 2197.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 N/A 12399.00 2318.50 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 2000.00 350.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 11551.00 3853.79 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 3017.00 258.18 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8164 N/A 3132DWB93 2051-07-01 3.5 N/A 1694550.00 595805.32 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8169 N/A 3132DWCE1 2051-09-01 3.5 N/A 3000.00 1329.45 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8185 N/A 3132DWCW1 2051-12-01 3.5 N/A 1000.00 585.87 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8236 N/A 3132DWEH2 2052-08-01 3.5 N/A 4000.00 2901.97 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 7000.00 5143.37 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 5127.00 510.31 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3774 N/A 3131XKFP9 2042-09-01 3.5 N/A 1003.00 110.96 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3504 N/A 3132A33M0 2042-06-01 3.5 N/A 1000.00 120.66 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4689 N/A 3132A5F67 2046-11-01 3.5 N/A 319759.00 40529.09 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 N/A 1004.00 118.17 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0528 N/A 3132ACSR2 2046-08-01 3.5 N/A 260994.00 53119.31 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1502 N/A 3132ADU30 2048-11-01 3.5 N/A 3450.00 879.29 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 138.88 Agency Mortgage-Backed Securities FEPC 04.000 CISB8232 N/A 3132D6ED8 2038-06-01 4 N/A 40000.00 25910.16 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 N/A 96000.00 63948.00 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 1200.00 839.51 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 5000.00 3749.08 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2747 N/A 3131XJBQ4 2042-02-01 4 N/A 2065.00 138.52 Agency Mortgage-Backed Securities FEPC 04.500 CISB1742 N/A 3132CX5B4 2040-12-01 4.5 N/A 1000.00 958.36 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 564.54 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6679 N/A 3133BGM47 2052-08-01 4.5 N/A 1033.00 701.67 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 1008.00 727.78 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8596 N/A 3133BJRR5 2052-09-01 4.5 N/A 3024.00 2356.71 Agency Mortgage-Backed Securities FEPC 04.500 CLQI1181 N/A 3133W7J22 2054-03-01 4.5 N/A 6000.00 5155.96 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 N/A 1023.00 691.28 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7557 N/A 3133KPME5 2052-06-01 4.5 N/A 1000.00 742.37 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 N/A 2034200.00 1429603.48 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8714 N/A 3133KQVF0 2053-04-01 4.5 N/A 1000.00 814.29 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4837 N/A 3132DSLS9 2053-05-01 4.5 N/A 1007.00 812.76 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 65905.00 57190.90 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 N/A 1127371.00 835113.90 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 N/A 67000.00 49893.49 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 4000.00 3393.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763894.00 2172433.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 150.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 1491.00 362.86 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18206530.00 4966607.21 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 N/A 32575360.00 7166569.80 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 1025.00 205.65 Agency Mortgage-Backed Securities FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 N/A 40000.00 26467.36 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1200875.00 829560.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9083 N/A 3133BKCU1 2052-08-01 5 N/A 1000.00 721.93 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 N/A 1024.00 667.08 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 N/A 3133BLBY2 2052-09-01 5 N/A 1000.00 643.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9973 N/A 3133BLCJ4 2052-09-01 5 N/A 1000.00 715.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 N/A 41000000.00 28875883.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQF7094 N/A 3133BU3B1 2053-02-01 5 N/A 2000.00 1504.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6313 N/A 3133C7AN7 2053-07-01 5 N/A 2000.00 1615.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 54620.00 49536.84 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 N/A 3133D2CQ8 2054-12-01 5 N/A 1000.00 907.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 N/A 4000.00 3177.18 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2843 N/A 3142GTER3 2054-11-01 5 N/A 4445870.00 4093047.92 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3880 N/A 3142GUJ20 2055-03-01 5 N/A 22218952.00 19675247.91 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 N/A 1024.00 948.43 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5140 N/A 3142GVWA5 2055-11-01 5 N/A 1096.00 1044.13 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1664 N/A 3132DNZ55 2052-09-01 5 N/A 1009.00 714.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 99000.00 71877.26 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 32022.00 24254.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3977 N/A 3132E0M25 2053-04-01 5 N/A 1000.00 823.88 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 N/A 1001.00 744.14 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 N/A 118765.00 100905.22 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 696011.00 505670.14 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 88001.00 60943.11 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 1000.00 729.80 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 2029.00 1542.47 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 4000.00 3054.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 3000.00 2340.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 1359990.00 1084862.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 95000.00 81052.91 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 6002.00 5223.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8491 N/A 3132DWNG4 2054-12-01 5 N/A 4664712.00 4091640.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 N/A 2000.00 1840.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1236 N/A 31427NLS6 2055-05-01 5 N/A 6423084.00 5951984.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 N/A 50743040.00 49766090.65 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5374 N/A 3133KY6K0 2045-11-01 5 N/A 2000.00 1919.65 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5378 N/A 3133KY6P9 2045-12-01 5 N/A 14037051.00 13491800.45 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5384 N/A 3133KY6V6 2046-01-01 5 N/A 12099476.00 11699134.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3828 N/A 3133BRHD9 2052-11-01 5.5 N/A 10381.00 7168.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 N/A 1000.00 779.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 N/A 1008.00 787.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6607 N/A 3133C7KU0 2053-07-01 5.5 N/A 399236.00 363162.40 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7311 N/A 3133C8DQ5 2053-07-01 5.5 N/A 200000.00 148723.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8617 N/A 3133C9SE4 2053-08-01 5.5 N/A 1024.00 783.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5599 N/A 3133CWGG1 2054-10-01 5.5 N/A 18114544.00 16125293.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQX2509 N/A 31425WYF2 2055-01-01 5.5 N/A 1000.00 913.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQX5507 N/A 31426BDM5 2055-02-01 5.5 N/A 1000.00 926.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQY2426 N/A 31426LVU5 2055-05-01 5.5 N/A 4065484.00 3772817.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5550 N/A 31426QEY5 2055-06-01 5.5 N/A 2043189.00 1983082.35 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9357 N/A 3133KRME1 2053-07-01 5.5 N/A 15281869.00 12130572.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 N/A 2008.00 1491.10 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 62565852.00 51187368.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 N/A 3497337.00 3050859.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 N/A 1000.00 896.73 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 N/A 3253423.00 3059128.69 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4008 N/A 3142GUN25 2055-04-01 5.5 N/A 64638773.00 54933236.92 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 N/A 76162320.00 75953365.71 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4152 N/A 3142GUTJ2 2055-05-01 5.5 N/A 78569600.00 67424360.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 N/A 4284896.00 4113802.19 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4836 N/A 3142GVLS8 2055-09-01 5.5 N/A 2080.00 2064.64 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 N/A 39776747.00 38732093.25 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 N/A 21915290.00 21697534.90 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 16961760.00 12891400.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 4598924.00 3621885.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 100000.00 72960.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5384 N/A 3132DS6V9 2053-07-01 5.5 N/A 1000.00 818.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 4476209.00 4076196.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 96558.00 71986.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 6563898.00 5274577.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 562015.00 457455.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 1024.00 745.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 1000.00 746.14 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 723798.00 532626.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 51000.00 38345.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 N/A 112000.00 84670.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8408 N/A 3132DWKV4 2054-03-01 5.5 N/A 1000.00 719.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 30789021.00 22637519.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 2413.00 1824.63 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-10-01 5.5 N/A 18000.00 13923.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 N/A 16906.00 13663.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 N/A 81746304.00 72163463.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 N/A 56327844.00 53064289.68 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2515 N/A 31427PYM0 2055-04-01 5.5 N/A 62036992.00 61531352.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2830 N/A 31427QEC2 2055-10-01 5.5 N/A 1964694.00 1913633.58 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3425 N/A 31427QYX4 2055-11-01 5.5 N/A 73739058.00 71535534.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3435 N/A 31427QY97 2055-11-01 5.5 N/A 50000000.00 49264499.31 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4090 N/A 31427RRL6 2056-02-01 5.5 N/A 62883735.00 63170000.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 N/A 1000.00 1010.11 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9492 N/A 3142JYRN4 2056-04-01 5.5 N/A 1000.00 1019.10 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9493 N/A 3142JYRP9 2056-03-01 5.5 N/A 1000.00 1018.56 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 N/A 40014.00 26585.71 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 N/A 3132CXK43 2039-07-01 6 N/A 3000.00 1497.99 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6696 N/A 3133BUNM5 2053-02-01 6 N/A 1015.00 511.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2360 N/A 3133C2TR9 2053-05-01 6 N/A 22710680.00 11210430.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 N/A 1000.00 712.66 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5013 N/A 3133CHSA4 2053-11-01 6 N/A 2000.00 1318.93 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 N/A 871092.00 750581.22 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5892 N/A 31427DRN3 2055-10-01 6 N/A 3004.00 3135.72 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 N/A 3133KSC59 2053-10-01 6 N/A 1057.00 784.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9994 N/A 3133KSC75 2053-10-01 6 N/A 1000.00 753.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2918 N/A 3142GTG42 2054-11-01 6 N/A 1024.00 920.09 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4387 N/A 3142GU2V4 2055-06-01 6 N/A 79343395.00 70178582.26 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 N/A 4074347.00 4075361.49 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 N/A 18024640.00 17758304.51 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4978 N/A 3142GVQ87 2055-06-01 6 N/A 5498271.00 4583400.28 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5275 N/A 3142GV2H3 2055-11-01 6 N/A 59250794.00 55145824.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 N/A 1024.00 623.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 10000.00 6877.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 N/A 3132DP2K3 2053-03-01 6 N/A 1000.00 669.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 1000.00 815.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 1051.00 832.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5661 N/A 3132DTJE1 2054-05-01 6 N/A 1072.00 864.86 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 N/A 32219853.00 25605528.95 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7483 N/A 3132DVJ48 2055-01-01 6 N/A 1024.00 894.85 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 4075485.00 3319678.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 N/A 1025.00 622.20 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 N/A 1008.00 605.18 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8454 N/A 3132DWMB6 2054-08-01 6 N/A 2048.00 1245.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8507 N/A 3132DWNY5 2055-02-01 6 N/A 1220.00 821.87 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0375 N/A 31427MMZ1 2054-12-01 6 N/A 29074571.00 24758209.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1115 N/A 31427NGZ6 2055-05-01 6 N/A 71311488.00 57691207.67 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 N/A 21920000.00 20826548.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 N/A 27434634.00 26658331.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2155 N/A 31427PMD3 2055-07-01 6 N/A 16469671.00 15269046.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2683 N/A 31427P6V1 2054-07-01 6 N/A 30669530.00 24711763.00 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5046 N/A 3131WHTB3 2036-07-01 6 N/A 14666.00 44.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 N/A 1024.00 793.82 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 N/A 3133CWJ60 2054-10-01 6.5 N/A 1000.00 685.81 Agency Mortgage-Backed Securities FEPC 06.500 CLQX2604 N/A 31425W3N9 2055-01-01 6.5 N/A 29717720.00 22250219.30 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8572 N/A 31426FQ26 2055-02-01 6.5 N/A 1000.00 742.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQY0157 N/A 31426JE70 2055-04-01 6.5 N/A 4656291.00 3958919.33 Agency Mortgage-Backed Securities FEPC 06.500 CLQY3314 N/A 31426MVG4 2055-05-01 6.5 N/A 1082315.00 1127560.76 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ8374 N/A 31427JJU3 2055-10-01 6.5 N/A 5057816.00 5298951.71 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 N/A 1008.00 771.10 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 N/A 3142GRV80 2054-05-01 6.5 N/A 74874624.00 48362465.52 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 N/A 1026.00 706.11 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 N/A 4363950.00 4002477.53 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5811 N/A 3142GWN54 2056-01-01 6.5 N/A 12989039.00 12736305.05 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 N/A 1312702.00 976440.97 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 N/A 1024.00 498.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1882 N/A 31427PCU6 2055-05-01 6.5 N/A 2451092.00 1785144.28 Agency Mortgage-Backed Securities FEPC 07.000 CLQX6512 N/A 31426CGW8 2055-02-01 7 N/A 973214.00 684960.43 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6871 N/A 3140KST56 2036-12-01 1.5 N/A 22380800.00 12579382.27 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 N/A 1000.00 343.83 Agency Mortgage-Backed Securities FNMS 02.000 CICA0052 N/A 3140Q7BW6 2032-07-01 2 N/A 217714.00 41485.50 Agency Mortgage-Backed Securities FNMS 02.000 CICB2966 N/A 3140QNJL7 2037-03-01 2 N/A 2000.00 1115.50 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 N/A 1002.00 533.03 Agency Mortgage-Backed Securities FNMS 02.000 CLBN9004 N/A 3140JSAE9 2051-03-01 2 N/A 160707.00 90808.36 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1254 N/A 3140KLMC3 2050-09-01 2 N/A 1024.00 552.00 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ2479 N/A 3140KMXH8 2050-09-01 2 N/A 138000.00 67737.52 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4516 N/A 3140KQAS0 2051-02-01 2 N/A 1000.00 556.91 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6617 N/A 3140L5K70 2051-03-01 2 N/A 1000.00 517.49 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8478 N/A 3140L7M41 2051-04-01 2 N/A 99000.00 54394.05 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1030 N/A 3140M2EC2 2051-11-01 2 N/A 198000.00 111110.25 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1450 N/A 3140M2TG7 2052-01-01 2 N/A 47001.00 30015.61 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1842 N/A 3140M3BL3 2052-01-01 2 N/A 44599.00 25493.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 N/A 868680.00 384331.12 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6901 N/A 3140QEU34 2050-09-01 2 N/A 1000.00 498.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 5700032.00 2727319.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8450 N/A 3140QGL88 2051-01-01 2 N/A 11000.00 6065.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 N/A 3140QHG66 2051-02-01 2 N/A 73980.00 40779.46 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 156225.00 88776.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1113 N/A 3140QLGX8 2051-07-01 2 N/A 1000.00 603.19 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 1099000.00 648861.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 66049.00 38506.91 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5539 N/A 3140W6EM0 2052-03-01 2 N/A 1000.00 817.16 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0211 N/A 3140XFGV7 2051-12-01 2 N/A 1008.00 608.05 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 N/A 1000.00 569.28 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4860 N/A 3138WEMJ5 2030-05-01 2.5 N/A 984000.00 71698.19 Agency Mortgage-Backed Securities FNMS 02.500 CIBO2231 N/A 3140JWPR5 2034-09-01 2.5 N/A 138000.00 30983.97 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 68981.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5570 N/A 3140KDFL9 2050-06-01 2.5 N/A 1024.00 378.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 N/A 3140KEK80 2050-08-01 2.5 N/A 1000.00 463.78 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5882 N/A 3140KRRC5 2050-11-01 2.5 N/A 332716.00 177292.34 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ8435 N/A 3140KULR1 2050-12-01 2.5 N/A 99001.00 40246.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0980 N/A 3140KYCS1 2051-05-01 2.5 N/A 56987260.00 28847659.09 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2227 N/A 3140L0PM3 2051-08-01 2.5 N/A 1024.00 612.58 Agency Mortgage-Backed Securities FNMS 02.500 CLBT2176 N/A 3140LQM23 2052-02-01 2.5 N/A 1000.00 623.17 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7713 N/A 3140LWSB4 2051-09-01 2.5 N/A 1000.00 771.80 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8884 N/A 3140MA2S2 2052-03-01 2.5 N/A 2481813.00 1593807.25 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 N/A 1000.00 607.20 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3214 N/A 3140MGSC6 2052-02-01 2.5 N/A 201400.00 127704.73 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4119 N/A 3140MHSH3 2052-03-01 2.5 N/A 613356.00 396543.71 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6017 N/A 3140QDVK7 2050-06-01 2.5 N/A 1024.00 394.98 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6081 N/A 3140QDXK5 2050-06-01 2.5 N/A 1026.00 402.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6407 N/A 3140QEDM1 2050-07-01 2.5 N/A 19358423.00 6849997.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6578 N/A 3140QEJY9 2050-08-01 2.5 N/A 5622.00 2253.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7131 N/A 3140QE4R0 2050-09-01 2.5 N/A 1024.00 430.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 1000.00 515.16 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 N/A 49000.00 27543.17 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 N/A 1093966.00 641438.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1250 N/A 3140QLL87 2051-07-01 2.5 N/A 63811.00 38221.59 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 39531.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 94004.00 61024.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 122211.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2863 N/A 3140QNFD9 2052-02-01 2.5 N/A 135000.00 77648.37 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3050 N/A 3140QNL83 2052-03-01 2.5 N/A 19000.00 12844.76 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 N/A 1000.00 532.95 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 N/A 1039000.00 631346.56 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ8454 N/A 3138MQMC4 2027-12-01 2.5 N/A 2418000.00 48792.10 Agency Mortgage-Backed Securities FNMS 02.500 CWAS6715 N/A 3138WGN91 2031-02-01 2.5 N/A 1000.00 125.57 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 N/A 1000.00 764.35 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 353.69 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 99717.87 Agency Mortgage-Backed Securities FNMS 03.000 CIAW0938 N/A 3138XQBG5 2029-04-01 3 N/A 7107995.00 259995.23 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 N/A 2000.00 1062.31 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ7185 N/A 3138MN6X3 2043-06-01 3 N/A 7081488.00 603807.89 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 N/A 3138WEW39 2045-06-01 3 N/A 402000.00 88172.96 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7003 N/A 3138WGX90 2046-04-01 3 N/A 1000.00 131.17 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36129664.00 4960522.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7730 N/A 3138WHSU7 2046-08-01 3 N/A 283617792.00 60863141.10 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7882 N/A 3138WHXL1 2046-09-01 3 N/A 1024.00 227.37 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7904 N/A 3138WHYA4 2046-09-01 3 N/A 2370596.00 379244.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8109 N/A 3138WJAK4 2046-10-01 3 N/A 136992320.00 28543517.89 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8116 N/A 3138WJAS7 2046-10-01 3 N/A 1985.00 293.23 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8419 N/A 3138WJK98 2046-12-01 3 N/A 1000.00 290.25 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8483 N/A 3138WJM96 2046-12-01 3 N/A 10514524.00 1961390.93 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 30756000.00 6087463.33 Agency Mortgage-Backed Securities FNMS 03.000 CLAX9648 N/A 3138YBWJ8 2045-04-01 3 N/A 22126126.00 2984501.20 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10996900.00 1846344.60 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1493 N/A 3140EVUT2 2046-08-01 3 N/A 47205622.00 8532421.69 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6249 N/A 3140FD5K8 2046-11-01 3 N/A 1000.00 289.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8064 N/A 3140FF6A4 2046-10-01 3 N/A 1024.00 196.38 Agency Mortgage-Backed Securities FNMS 03.000 CLBH8154 N/A 3140GXBY6 2047-11-01 3 N/A 301485.00 66784.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4645 N/A 3140K0ET1 2049-11-01 3 N/A 1280.00 434.85 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7245 N/A 3140K3BP6 2050-01-01 3 N/A 1000.00 244.81 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 398000.00 95861.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6345 N/A 3140KEBP2 2050-06-01 3 N/A 1000.00 435.08 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7616 N/A 3140MMPA0 2052-03-01 3 N/A 67764.00 45834.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 N/A 223000.00 136689.37 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 N/A 664868.00 451182.10 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 509.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1150 N/A 3140QLH41 2051-07-01 3 N/A 2000.00 1186.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 1024.00 705.75 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 697810.00 436830.33 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 N/A 3140QNGH9 2052-02-01 3 N/A 478000.00 270641.90 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3237 N/A 3140QNS37 2052-03-01 3 N/A 70929.00 45537.21 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3996 N/A 3140QPNN3 2052-06-01 3 N/A 1000.00 691.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4609 N/A 3140W5DP6 2052-08-01 3 N/A 1024.00 902.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4799 N/A 3140W5KM5 2052-05-01 3 N/A 17349248.00 15373875.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9365 N/A 3140XDMP8 2051-11-01 3 N/A 1001.00 565.91 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 424236.00 301021.78 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 405389.79 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ2544 N/A 3140H3ZJ8 2037-12-01 3 N/A 1000.00 153.56 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 675000.00 183474.75 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2078 N/A 3138XDJY7 2028-11-01 3.5 N/A 862857.00 32905.19 Agency Mortgage-Backed Securities FNMS 03.500 CICA3278 N/A 3140QAUC2 2034-04-01 3.5 N/A 193999.00 27144.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 N/A 24529861.00 1939418.72 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6954 N/A 3138EPWQ3 2045-06-01 3.5 N/A 1000.00 158.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9565 N/A 3138ERTX8 2046-09-01 3.5 N/A 1024.00 249.27 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8866 N/A 3138W6Z82 2043-06-01 3.5 N/A 663428.00 145280.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 84735488.00 7134421.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 43782272.00 3620025.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6339 N/A 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4288415.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1040.00 247.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8583 N/A 3138WJRD2 2047-01-01 3.5 N/A 1024.00 138.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 3000.00 651.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2972868.00 584737.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAY4198 N/A 3138YHUY4 2045-05-01 3.5 N/A 2650280.00 236226.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1000.00 188.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29363680.00 9203565.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2108 N/A 3138YTKW3 2045-10-01 3.5 N/A 1008.00 261.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 2797206.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2620 N/A 3140GQ4E3 2047-08-01 3.5 N/A 1023.00 148.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 N/A 1000.00 143.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 8000.00 2113.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 N/A 72962713.00 9486260.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4897 N/A 3140J9NP2 2046-12-01 3.5 N/A 98991.00 25376.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 132119.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBN0508 N/A 3140JGR64 2048-09-01 3.5 N/A 1000.00 86.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 180.26 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0687 N/A 3140Q7XR3 2042-11-01 3.5 N/A 638088.00 60691.94 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3797 N/A 3140QBGF9 2049-07-01 3.5 N/A 2123840.00 759742.80 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 377003.00 41789.88 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 25596.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4429 N/A 3140QB4P0 2049-10-01 3.5 N/A 2055000.00 503890.17 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 219226.56 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 364.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 492.23 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 N/A 1100034.00 698812.52 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3253 N/A 3140QNTK8 2052-04-01 3.5 N/A 1000.00 632.00 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 4106232.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 17000.00 11767.05 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4053 N/A 3140QPQF7 2052-07-01 3.5 N/A 939800.00 746929.88 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 102803.00 71426.88 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 N/A 42000.00 29297.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 N/A 33000.00 23348.11 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1464.76 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 267709.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7561 N/A 3140XPMK2 2047-04-01 3.5 N/A 1000.00 759.25 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 1025.00 127.97 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1604376.00 263191.68 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 170.25 Agency Mortgage-Backed Securities FNMS 03.500 CWAL3441 N/A 3138EKZF5 2028-04-01 3.5 N/A 1001.00 17.70 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2544988.23 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ6881 N/A 3140H8UF0 2033-06-01 4 N/A 2206584.00 251040.34 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4787 N/A 3140J9J93 2033-10-01 4 N/A 498000.00 76309.92 Agency Mortgage-Backed Securities FNMS 04.000 CICA2527 N/A 3140Q9YZ0 2033-10-01 4 N/A 923835.00 162883.89 Agency Mortgage-Backed Securities FNMS 04.000 CICA4070 N/A 3140QBQY7 2034-08-01 4 N/A 1633334.00 258370.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7720 N/A 31419JSJ8 2040-11-01 4 N/A 1022.00 72.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAK9847 N/A 3138EE5H8 2042-05-01 4 N/A 4087549.00 210918.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8191 N/A 3138ETC53 2045-12-01 4 N/A 1000.00 172.93 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5314 N/A 3138WE3Y3 2045-07-01 4 N/A 394000.00 78418.84 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7081 N/A 3140FE2P8 2047-03-01 4 N/A 3872956.00 407709.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9215 N/A 3140HBGZ5 2048-06-01 4 N/A 1280.00 123.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 575000.00 45752.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 1231997.00 101930.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4341 N/A 3140J8ZF3 2048-02-01 4 N/A 1024.00 289.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 188.32 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 12246.00 3886.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 N/A 4001.00 348.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 N/A 3140Q83A1 2048-05-01 4 N/A 1501999.00 252717.95 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 999064.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 189.94 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 11106.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11884199.00 8101565.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 32151.14 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3910 N/A 3140QPKY2 2052-06-01 4 N/A 3310000.00 2551806.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 57000.00 39608.00 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4156 N/A 3140QPTN7 2047-07-01 4 N/A 225000.00 134854.47 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4666 N/A 3140QQFG5 2052-09-01 4 N/A 25988384.00 18651438.17 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3592 N/A 31418C7E8 2049-02-01 4 N/A 1000.00 53.77 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 1000.00 663.08 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 N/A 3138ENWB1 2033-08-01 4 N/A 365998.00 29221.00 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1343 N/A 3140Q8P58 2038-03-01 4 N/A 1009.00 137.16 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 N/A 3140FXK92 2048-07-01 4 N/A 1606000.00 490167.37 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 77153.02 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 697.68 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1000.00 288.29 Agency Mortgage-Backed Securities FNMS 04.500 CICB4514 N/A 3140QQAQ8 2037-09-01 4.5 N/A 364946.00 182168.28 Agency Mortgage-Backed Securities FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 N/A 110823.00 61228.78 Agency Mortgage-Backed Securities FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 N/A 169837.00 83861.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7936 N/A 3138EQZA3 2045-09-01 4.5 N/A 65227.00 10605.36 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4354 N/A 3138WDZU8 2045-01-01 4.5 N/A 1000.00 150.18 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 248.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4468 N/A 3140J86E8 2048-09-01 4.5 N/A 1000.00 255.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5935 N/A 3140JASZ2 2049-03-01 4.5 N/A 1024.00 252.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 134.52 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 43000.00 26873.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2623 N/A 3140MF4H3 2052-07-01 4.5 N/A 99000.00 67273.45 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 74000.00 43604.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5221109.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8935 N/A 3140N14V2 2052-09-01 4.5 N/A 2000.00 1341.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9774 N/A 3140N22G5 2053-06-01 4.5 N/A 149981.00 138200.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBX6417 N/A 3140NBDX6 2053-02-01 4.5 N/A 2000.00 1479.88 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 34915665.60 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1000.00 322.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 3000.00 2087.17 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 35937.85 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3808 N/A 3140BUGS5 2055-12-01 4.5 N/A 1000.00 963.04 Agency Mortgage-Backed Securities FNMS 04.500 CLDF6429 N/A 3140BXEB8 2055-12-01 4.5 N/A 2000.00 1930.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4517 N/A 3140W5AT1 2055-02-01 4.5 N/A 32156640.00 30261178.96 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2157 N/A 3140XHMF1 2052-06-01 4.5 N/A 25045.00 16469.62 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 5979.00 4340.70 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 1000.00 717.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9507 N/A 3140XRR56 2054-02-01 4.5 N/A 25962000.00 22344040.76 Agency Mortgage-Backed Securities FNMS 04.500 GLBM6653 N/A 3140JBMB9 2040-07-01 4.5 N/A 483091.00 182842.09 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 103.33 Agency Mortgage-Backed Securities FNMS 05.000 CL190377 N/A 31368HM26 2036-11-01 5 N/A 1022.00 9.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 329000.00 58918.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 7000.00 1474.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 256906.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBP1925 N/A 3140K9D71 2050-04-01 5 N/A 1724558.00 287374.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBP9142 N/A 3140KHEQ0 2050-07-01 5 N/A 1000.00 341.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBP9186 N/A 3140KHF48 2050-08-01 5 N/A 1777942.00 364302.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9858512.00 8705633.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBU4913 N/A 3140M6N74 2054-08-01 5 N/A 65345.00 53751.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 N/A 1024.00 815.96 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 231000.00 144694.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4925 N/A 3140MWPK6 2053-04-01 5 N/A 267472.00 199930.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 290000.00 173775.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9389 N/A 3140N2NF4 2052-09-01 5 N/A 1032.00 736.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9916 N/A 3140N3AS8 2052-10-01 5 N/A 393000.00 259714.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6086 N/A 3140NAXQ1 2053-03-01 5 N/A 159428.00 92382.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7581 N/A 3140NCM71 2053-03-01 5 N/A 117613.00 83310.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9135 N/A 3140NEEH4 2053-04-01 5 N/A 1000.00 722.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9144 N/A 3140NEES0 2053-04-01 5 N/A 31727.00 29830.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 N/A 1000.00 765.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0945 N/A 3140NHBP2 2053-05-01 5 N/A 1000.00 776.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2247 N/A 3140NJP99 2053-05-01 5 N/A 430774.00 337971.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2251 N/A 3140NJQD9 2053-05-01 5 N/A 1000.00 713.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4181 N/A 3140NLUF4 2053-06-01 5 N/A 386859.00 290231.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 N/A 3140Q95N9 2048-11-01 5 N/A 1000.00 109.00 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3985 N/A 3140QBNB0 2049-08-01 5 N/A 1000.00 145.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 658.43 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4621 N/A 3140QQD36 2052-09-01 5 N/A 330260.00 244536.34 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4834 N/A 3140QQLQ6 2052-10-01 5 N/A 50893.00 38876.76 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 7930048.39 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 N/A 5000.00 4021.11 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 N/A 2112.00 1729.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 28198791.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 N/A 2000.00 1803.53 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 N/A 4033.00 3806.15 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1824 N/A 3140Y8A22 2056-01-01 5 N/A 1000.00 988.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0804 N/A 3140A93N8 2054-04-01 5 N/A 1000.00 923.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 N/A 1704070.00 1621016.89 Agency Mortgage-Backed Securities FNMS 05.000 CLDD3220 N/A 3140B3SJ2 2055-02-01 5 N/A 684079.00 675660.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0421 N/A 3140BQPF2 2055-10-01 5 N/A 1000.00 926.89 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 N/A 1009.00 986.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2432 N/A 3140BSV20 2055-11-01 5 N/A 1000.00 993.62 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 26187214.00 25501056.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5129 N/A 3140BVVX5 2055-12-01 5 N/A 4144376.00 4090514.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1000.00 996.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 986.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6402 N/A 3140UADG7 2056-04-01 5 N/A 4057656.00 4041271.21 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1828 N/A 3140W2A68 2055-05-01 5 N/A 26262.00 24442.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4637 N/A 3140W5EK6 2056-02-01 5 N/A 16694018.00 16623440.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4710 N/A 3140W5GU2 2054-04-01 5 N/A 51453579.00 50465985.21 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4741 N/A 3140W5HT4 2055-02-01 5 N/A 1000.00 981.50 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5611 N/A 3140W6GV8 2056-04-01 5 N/A 55747144.00 55239999.84 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 2048.00 1605.70 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 1000.00 860.64 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 N/A 2204255.00 2057118.50 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 N/A 28245534.00 27527734.34 Agency Mortgage-Backed Securities FNMS 05.000 CNCB5952 N/A 3140QRTJ2 2033-03-01 5 N/A 1253406.00 519266.63 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 74200.48 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 1105002.00 102542.36 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6028 N/A 3140MKVW9 2055-09-01 5.5 N/A 1000.00 1002.95 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6516 N/A 3140MLG20 2055-12-01 5.5 N/A 1003.00 1021.21 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 99000.00 63809.34 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3447 N/A 3140N7ZM5 2052-11-01 5.5 N/A 4032.00 3224.61 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4219 N/A 3140N8VM7 2053-01-01 5.5 N/A 136920.00 91210.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6880 N/A 3140NBUE9 2053-02-01 5.5 N/A 1000.00 679.54 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8626 N/A 3140NDSQ1 2053-04-01 5.5 N/A 199000.00 141916.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0630 N/A 3140NGVY3 2053-04-01 5.5 N/A 63423.00 62112.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2603 N/A 3140NJ3M4 2053-08-01 5.5 N/A 211944.00 152367.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 48250.00 33697.58 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 861.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 N/A 1000.00 619.37 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000004.00 8331875.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 26310002.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5462 N/A 3140QRB85 2053-01-01 5.5 N/A 392168.00 256619.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 6073832.14 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 N/A 1024.00 835.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 37000.00 29018.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 802.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7237 N/A 3140QTBF5 2053-10-01 5.5 N/A 525669.00 448313.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 N/A 1000.00 985.06 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0430 N/A 3140A9PQ7 2054-04-01 5.5 N/A 1000.00 926.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3709 N/A 3140ADDP3 2054-07-01 5.5 N/A 2000.00 1688.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5276 N/A 3140AE2J7 2054-06-01 5.5 N/A 941608.00 735918.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0900 N/A 3140ANAA7 2054-08-01 5.5 N/A 4562745.00 4132401.38 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 N/A 2000.00 1850.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0775 N/A 3140BQ2H3 2055-10-01 5.5 N/A 1000.00 1003.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4646 N/A 3140BVEU0 2055-11-01 5.5 N/A 1000.00 967.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5787 N/A 3140BWND6 2055-12-01 5.5 N/A 1000.00 1017.34 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5952 N/A 3140BWTJ7 2055-12-01 5.5 N/A 2000.00 2037.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6090 N/A 3140BWXU7 2056-01-01 5.5 N/A 1007.00 964.95 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6418 N/A 3140BXDY9 2055-12-01 5.5 N/A 1003.00 1015.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6439 N/A 3140BXEM4 2055-12-01 5.5 N/A 7247650.00 7329990.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6916 N/A 3140BXVJ2 2055-12-01 5.5 N/A 1015.00 1028.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7410 N/A 3140BYGU2 2055-12-01 5.5 N/A 1009.00 1002.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8205 N/A 3140U0DK0 2056-01-01 5.5 N/A 1073.00 1089.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9155 N/A 3140U1E50 2056-01-01 5.5 N/A 1000.00 1015.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3346 N/A 3140U6WG5 2056-03-01 5.5 N/A 114450.00 116526.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5881 N/A 3140U9RB6 2056-03-01 5.5 N/A 1000.00 1017.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 N/A 4600560.00 4102860.94 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 72611584.00 66982361.17 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3150 N/A 3140W3QC6 2055-11-01 5.5 N/A 48980000.00 48052541.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3410 N/A 3140W3YG8 2055-10-01 5.5 N/A 4227322.00 4112565.39 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 1000.00 716.02 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 95273244.00 66705631.50 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 1024.00 774.90 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6054 N/A 31418FWQ6 2056-04-01 5.5 N/A 4059196.00 4102672.25 Agency Mortgage-Backed Securities FNMS 06.000 CIDC1082 N/A 3140ANFY0 2039-08-01 6 N/A 1000.00 130.69 Agency Mortgage-Backed Securities FNMS 06.000 CL735502 N/A 31402RDF3 2035-04-01 6 N/A 1143.00 7.75 Agency Mortgage-Backed Securities FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 8602000.00 81298.90 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405175.00 463610.92 Agency Mortgage-Backed Securities FNMS 06.000 CL852448 N/A 31408JBR1 2035-12-01 6 N/A 1879439.00 29813.51 Agency Mortgage-Backed Securities FNMS 06.000 CL865885 N/A 31409A6W4 2036-03-01 6 N/A 7016.00 59.08 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3598 N/A 3138EK7L3 2039-07-01 6 N/A 1000.00 64.23 Agency Mortgage-Backed Securities FNMS 06.000 CLBV5991 N/A 3140MKUR1 2055-08-01 6 N/A 732000.00 603799.52 Agency Mortgage-Backed Securities FNMS 06.000 CLBV6086 N/A 3140MKXQ0 2055-09-01 6 N/A 1057.00 1018.22 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2116 N/A 3140N6K68 2052-12-01 6 N/A 2000.00 1701.63 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 N/A 1001.00 625.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 N/A 1024.00 611.86 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6343 N/A 3140NPBM1 2053-07-01 6 N/A 143765.00 129272.72 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 9339880.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5315 N/A 3140QQ3Z6 2052-12-01 6 N/A 1813300.00 1251636.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 35375161.91 Agency Mortgage-Backed 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Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9M71 2032-01-25 3.78 N/A 29000.00 8009.46 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BTUQ2 2044-12-25 1.94112 N/A 18835000.00 224296.38 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_18-K076 N/A 3137FEZU7 2028-04-25 3.9 N/A 50000000.00 49806633.35 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137 N/A 3137H5DS3 2049-01-25 2.975928 N/A 2623000.00 354294.58 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143 N/A 3137H74A8 2032-03-25 2.35 N/A 7185000.00 6435101.96 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070 N/A 3137FCJN5 2044-12-25 2.112054 N/A 14642000.00 472253.94 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110 N/A 3137FTZR1 2053-06-25 1.236 N/A 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N/A 31397NWX9 2039-05-25 6.5 N/A 1000000.00 335598.22 Agency Collateralized Mortgage Obligation FNMA_12-137H N/A 3136AAK87 2042-12-25 1.75 N/A 29743296.00 3112372.37 Agency Collateralized Mortgage Obligation FNMA_12-140 N/A 3136AAGY5 2042-12-25 2 N/A 448750.00 28429.38 Agency Collateralized Mortgage Obligation FNMA_12-54 N/A 3136A5ZX7 2042-05-25 3.5 N/A 4905000.00 2992743.55 Agency Collateralized Mortgage Obligation FNMA_12-67 N/A 3136A7JQ6 2042-07-25 3.5 N/A 2987744.00 2077510.99 Agency Collateralized Mortgage Obligation FNMA_12-84 N/A 3136A7P89 2042-03-25 2.89036 N/A 8333328.00 112956.51 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 1.74036 N/A 119725312.00 683528.30 Agency Collateralized Mortgage Obligation FNMA_13-105 N/A 3136AGQC9 2043-10-25 0 N/A 4640000.00 98767.01 Agency Collateralized Mortgage Obligation FNMA_13-106C N/A 3136AGG48 2033-10-25 3 N/A 8777000.00 3772425.02 Agency Collateralized Mortgage Obligation FNMA_13-3B N/A 3136ABXC2 2043-01-25 4 N/A 15762496.00 363110.80 Agency Collateralized Mortgage Obligation FNMA_13-42 N/A 3136AEBQ9 2043-05-25 4 N/A 62488576.00 11045.29 Agency Collateralized Mortgage Obligation FNMA_13-9 N/A 3136ABRQ8 2043-02-25 2.39036 N/A 16516512.00 386950.36 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 2.49036 N/A 134349000.00 1157692.52 Agency Collateralized Mortgage Obligation FNMA_15-16 N/A 3136ANBB2 2045-04-25 2 N/A 28680000.00 1181025.84 Agency Collateralized Mortgage Obligation FNMA_15-41 N/A 3136ANYZ4 2035-06-25 3.5 N/A 14000000.00 123496.78 Agency Collateralized Mortgage Obligation FNMA_15-47 N/A 3136APCW0 2045-07-25 3 N/A 8448000.00 2191395.43 Agency Collateralized Mortgage Obligation FNMA_15-5 N/A 3136AMMK2 2045-02-25 2.34036 N/A 64500000.00 1450872.66 Agency Collateralized Mortgage Obligation FNMA_15-53E N/A 3136APRJ3 2045-07-25 6 N/A 38904896.00 782476.80 Agency Collateralized Mortgage Obligation FNMA_16-77A N/A 3136ATT46 2046-10-25 2.24036 N/A 23365792.00 425309.34 Agency Collateralized Mortgage Obligation FNMA_17-106 N/A 3136B0KF2 2048-01-25 3 N/A 8832000.00 7786994.81 Agency Collateralized Mortgage Obligation FNMA_17-26B N/A 3136AWBY2 2047-04-25 6 N/A 18688928.00 512896.12 Agency Collateralized Mortgage Obligation FNMA_18-16A N/A 3136B1CE2 2047-05-25 3 N/A 22500000.00 2794030.72 Agency Collateralized Mortgage Obligation FNMA_18-2B N/A 3136B0ZE9 2048-02-25 2.39036 N/A 43627776.00 1092244.16 Agency Collateralized Mortgage Obligation FNMA_18-61B N/A 3136B2TG7 2048-08-25 2.44036 N/A 34494080.00 401560.50 Agency Collateralized Mortgage Obligation FNMA_18-84 N/A 3136B3MM9 2048-11-25 3.5 N/A 6500000.00 4217000.07 Agency Collateralized Mortgage Obligation FNMA_19-15C N/A 3136B36T2 2049-04-25 4.25964 N/A 24000000.00 6451766.04 Agency Collateralized Mortgage Obligation FNMA_19-57 N/A 3136B6QZ9 2049-10-25 2.5 N/A 31544440.00 6725555.69 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65N9 2044-04-25 0.480158 N/A 108516096.00 289941.14 Agency Collateralized Mortgage Obligation FNMA_21-17 N/A 3136BFS46 2051-04-25 0 N/A 5378000.00 27836.86 Agency Collateralized Mortgage Obligation FNMA_21-69 N/A 3136BJJW6 2051-10-25 2 N/A 40346.00 22997.63 Agency Collateralized Mortgage Obligation FNMA_22-3C N/A 3136BLFH8 2052-02-25 0 N/A 99790000.00 136727.52 Agency Collateralized Mortgage Obligation FNMA_22-43E N/A 3136BNTL0 2046-11-25 0.375936 N/A 26071488.00 109697.06 Agency Collateralized Mortgage Obligation FNMA_22-60A N/A 3136BNW44 2052-09-25 4.34516 N/A 38190464.00 24616644.77 Agency Collateralized Mortgage Obligation FNMA_22-70A N/A 3136BPAQ4 2052-10-25 4.50516 N/A 30000000.00 19132228.34 Agency Collateralized Mortgage Obligation FNMA_24-21F N/A 3136BRUV7 2035-04-25 5.5 N/A 11730000.00 10134730.08 Agency Collateralized Mortgage Obligation FNMA_24-39C N/A 3136BSDC6 2047-11-25 3 N/A 6000000.00 5120700.12 Agency Collateralized Mortgage Obligation FNMA_24-52G N/A 3136BSVJ1 2054-08-25 1.55484 N/A 50000000.00 548227.70 Agency Collateralized Mortgage Obligation FNMA_24-90G N/A 3136BTYF4 2051-04-25 5 N/A 20888384.00 15679772.13 Agency Collateralized Mortgage Obligation FNMA_25-40B N/A 3136BWGL4 2036-06-25 5 N/A 20078880.00 18936590.08 Agency Collateralized Mortgage Obligation FNMA_26-21C N/A 3136G5GD6 2049-11-25 1.5 N/A 69926400.00 59009540.48 Agency Collateralized Mortgage Obligation FNMA_26-21G N/A 3136G5FJ4 2055-04-25 2.50484 N/A 100000000.00 5459011.95 Agency Collateralized Mortgage Obligation FNMA_26-21G N/A 3136G5FL9 2055-04-25 5 N/A 11053328.00 10673389.50 Agency Collateralized Mortgage Obligation FNMA_26-21G N/A 3136G5GP9 2055-04-25 4.5 N/A 15645680.00 13762947.98 Agency Collateralized Mortgage Obligation FNMA_26-21G N/A 3136G5GN4 2037-05-25 4.5 N/A 5000000.00 4950010.88 Agency Collateralized Mortgage Obligation FNMA_26-37A N/A 3136G5WV8 2055-03-25 4.4419 N/A 76367616.00 76343096.70 Agency Collateralized Mortgage Obligation FNW_03-W18 N/A 31393UNR0 2043-08-25 5.807 N/A 28500000.00 5999668.75 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3621 N/A 31398LZZ4 2040-01-15 5 N/A 6000000.00 913135.97 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3883 N/A 3137ABM24 2041-05-15 3 N/A 560125.00 15654.57 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ49 N/A 3137HBPG3 2034-06-25 4.85 N/A 2327000.00 2363626.85 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_K-512 N/A 3137HBCF9 2028-11-25 5 N/A 275000.00 258489.19 Agency Collateralized Mortgage Obligation FREMF_19-K89 N/A 302972AQ7 2051-01-25 0.1 N/A 262379520.00 686268.06 Agency Collateralized Mortgage Obligation FREMF_19-K95 N/A 30311MAQ5 2030-01-25 0.1 N/A 234310912.00 677757.43 Agency Collateralized Mortgage Obligation FREMF_19-K97 N/A 30298PAQ5 2051-09-25 0.1 N/A 202808320.00 586026.00 Agency Collateralized Mortgage Obligation FREMF_19-KF64 N/A 35709DAJ0 2026-06-25 9.76669 N/A 57814976.00 27867058.78 Agency Collateralized Mortgage Obligation FREMF_19-KG02 N/A 30298RAJ7 2029-08-25 0.1 N/A 489726000.00 1182899.56 Agency Collateralized Mortgage Obligation FREMF_21-SB83 N/A 30318NAG8 2041-01-25 1.24534 N/A 8022000.00 136382.89 Agency Collateralized Mortgage Obligation FREMF_22-K141 N/A 3137H6ZV0 2055-04-25 3.076004 N/A 7677000.00 1084544.32 Agency Collateralized Mortgage Obligation FREMF_K-064 N/A 3137BXR38 2027-05-25 2.217382 N/A 11760000.00 254606.63 Agency Collateralized Mortgage Obligation FREMF_K-082 N/A 3137FJKH1 2028-10-25 2.287593 N/A 14982528.00 795404.18 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB91 N/A 30322XAC9 2031-08-25 1.64 N/A 9250000.00 6972267.21 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB46 N/A 30306NAF4 2027-12-25 3.3 N/A 2000000.00 766961.42 Agency Collateralized Mortgage Obligation GNMA GNII JP 788355 M N/A BYDWMHPW2 2040-09-20 0 N/A 74210816.00 66338378.36 Agency Mortgage-Backed Securities GNMA_03-71A N/A 38374BZY2 2033-08-20 5 N/A 9501056.00 1348737.70 Agency Collateralized Mortgage Obligation GNMA_06-42 N/A 38374NKA4 2048-02-16 1.24999 N/A 166592506.00 5473.06 Agency Collateralized Mortgage Obligation GNMA_09-111 N/A 38376GBQ2 2051-09-16 0 N/A 155099136.00 58055.87 Agency Collateralized Mortgage Obligation GNMA_09-33H N/A 38374UKS9 2038-02-20 5.5 N/A 40000000.00 2516171.23 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 2.82112 N/A 54710960.00 385386.10 Agency Collateralized Mortgage Obligation GNMA_12-103 N/A 38375GUR0 2042-08-16 3.5 N/A 5042000.00 178565.82 Agency Collateralized Mortgage Obligation GNMA_12-112 N/A 38378BE96 2053-02-16 2.087 N/A 1000000.00 96834.58 Agency Collateralized Mortgage Obligation GNMA_12-17C N/A 38378DCH6 2040-08-20 5 N/A 21703072.00 124965.35 Agency Collateralized Mortgage Obligation GNMA_12-6E N/A 38378CTC1 2040-02-20 2.32451 N/A 24395776.00 5976.27 Agency Collateralized Mortgage Obligation GNMA_13-055 N/A 38378KHN2 2054-10-16 0.24053 N/A 123456512.00 342670.60 Agency Collateralized Mortgage Obligation GNMA_13-152 N/A 38378UYD3 2043-06-20 2.37451 N/A 64075000.00 448038.46 Agency Collateralized Mortgage Obligation GNMA_13-155 N/A 38378NCE1 2053-09-16 2.9 N/A 5500000.00 260025.50 Agency Collateralized Mortgage Obligation GNMA_13-175 N/A 38378NHQ9 2055-05-16 0.12472 N/A 155451392.00 11736.73 Agency Collateralized Mortgage Obligation GNMA_13-26 N/A 38378JAC6 2043-02-16 1.77112 N/A 35091584.00 144661.59 Agency Collateralized Mortgage Obligation GNMA_13-37 N/A 38378JNC2 2043-03-20 2.45451 N/A 37714240.00 210794.93 Agency Collateralized Mortgage Obligation GNMA_14-120 N/A 38378XMD0 2056-04-16 0.37898 N/A 157089792.00 110716.38 Agency Collateralized Mortgage Obligation GNMA_14-148 N/A 38378XTX9 2056-10-16 0.39603 N/A 112730752.00 225825.45 Agency Collateralized Mortgage Obligation GNMA_14-169 N/A 38378XYD7 2056-10-16 0.58356 N/A 186330000.00 895332.79 Agency Collateralized Mortgage Obligation GNMA_14-3D N/A 38378YZD4 2044-01-16 1.79112 N/A 63160320.00 561185.67 Agency Collateralized Mortgage Obligation GNMA_14-55 N/A 38379BGA0 2044-04-16 2.42112 N/A 314560960.00 2021441.99 Agency Collateralized Mortgage Obligation GNMA_14-68J N/A 38379CBF2 2044-05-20 2.42451 N/A 27092256.00 154206.75 Agency Collateralized Mortgage Obligation GNMA_15-021 N/A 38379KBF4 2056-07-16 0.65987 N/A 110895104.00 374948.66 Agency Collateralized Mortgage Obligation GNMA_15-115 N/A 38379KC97 2057-07-16 0.46072 N/A 97075840.00 724306.85 Agency Collateralized Mortgage Obligation GNMA_15-124J N/A 38379QRK3 2045-09-20 2.12073 N/A 17018360.00 66743.80 Agency Collateralized Mortgage Obligation GNMA_15-13E N/A 38379H4J1 2045-01-20 3.5 N/A 2922000.00 1293214.40 Agency Collateralized Mortgage Obligation GNMA_15-145 N/A 38379KX60 2057-07-16 0.71819 N/A 185404480.00 1715186.94 Agency Collateralized Mortgage Obligation GNMA_15-163 N/A 38379K5Z7 2057-12-16 0.72629 N/A 200046000.00 1897045.52 Agency Collateralized Mortgage Obligation GNMA_15-167J N/A 38379FFH7 2045-11-20 2.12073 N/A 17885152.00 56563.41 Agency Collateralized Mortgage Obligation GNMA_15-2 N/A 38378X3B5 2056-06-16 0.40327 N/A 112581376.00 185723.46 Agency Collateralized Mortgage Obligation GNMA_15-83C N/A 38379NLF7 2043-09-20 6 N/A 35697088.00 579612.50 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 2.32451 N/A 20257568.00 490828.20 Agency Collateralized Mortgage Obligation GNMA_16-127 N/A 38379UJ98 2058-05-16 0.8764 N/A 151204000.00 1572277.65 Agency Collateralized Mortgage Obligation GNMA_16-12C N/A 38379TJ75 2046-01-20 1.86451 N/A 30193344.00 263841.78 Agency Collateralized Mortgage Obligation GNMA_16-149B N/A 38380BUW3 2046-11-16 5 N/A 26428840.00 570224.61 Agency Collateralized Mortgage Obligation GNMA_16-19 N/A 38379VPS7 2046-02-20 3 N/A 1551000.00 1302788.30 Agency Collateralized Mortgage Obligation GNMA_17-180 N/A 38380UFC2 2047-10-20 3 N/A 4600000.00 872770.45 Agency Collateralized Mortgage Obligation GNMA_17-192E N/A 38380T7E0 2045-11-20 3 N/A 47883200.00 111023.38 Agency Collateralized Mortgage Obligation GNMA_17-77 N/A 38376UTX7 2047-05-20 3.5 N/A 3434000.00 1182159.87 Agency Collateralized Mortgage Obligation GNMA_17-93E N/A 38380FGX8 2047-06-20 2.12073 N/A 14301500.00 175980.61 Agency Collateralized Mortgage Obligation GNMA_18-105B N/A 38380YRS6 2048-08-20 2.42451 N/A 11563344.00 151736.33 Agency Collateralized Mortgage Obligation GNMA_18-11 N/A 38380UXM0 2047-12-20 2.75 N/A 40000000.00 4799683.95 Agency Collateralized Mortgage Obligation GNMA_18-146C N/A 38381AJC1 2048-01-20 3.5 N/A 15661680.00 36260.05 Agency Collateralized Mortgage Obligation GNMA_18-160D N/A 38381AN93 2048-11-20 2.42073 N/A 41600000.00 1102004.59 Agency Collateralized Mortgage Obligation GNMA_18-168G N/A 38381BFG4 2048-12-20 2.27073 N/A 72000000.00 1852226.00 Agency Collateralized Mortgage Obligation GNMA_18-169 N/A 38380MXM8 2061-04-16 0.70816 N/A 85128960.00 820232.52 Agency Collateralized Mortgage Obligation GNMA_18-4 N/A 38380JLG1 2059-10-16 0.56731 N/A 134004992.00 1789530.22 Agency Collateralized Mortgage Obligation GNMA_18-91H N/A 38380XWY9 2048-07-20 2.42073 N/A 22667328.00 493403.97 Agency Collateralized Mortgage Obligation GNMA_19-125 N/A 38382APQ2 2049-05-20 2.5 N/A 50000000.00 16263620.48 Agency Collateralized Mortgage Obligation GNMA_19-128M N/A 38382AFZ3 2040-04-16 0.25208 N/A 35232384.00 74773.24 Agency Collateralized Mortgage Obligation GNMA_19-151B N/A 38382BAC7 2045-12-20 3 N/A 914710.00 11314.49 Agency Collateralized Mortgage Obligation GNMA_19-15B N/A 38381RMG1 2049-02-20 2.27451 N/A 39560000.00 599491.48 Agency Collateralized Mortgage Obligation GNMA_19-17 N/A 38380MK75 2060-12-16 0.64334 N/A 100017664.00 1051470.98 Agency Collateralized Mortgage Obligation GNMA_19-1D N/A 38381BZC1 2049-01-20 2.27451 N/A 61600000.00 593134.60 Agency Collateralized Mortgage Obligation GNMA_19-20A N/A 38381RCK3 2049-02-20 5.5 N/A 63392448.00 1339100.37 Agency Collateralized Mortgage Obligation GNMA_19-20G N/A 38381RBD0 2049-02-20 2.32451 N/A 9800999.00 180446.90 Agency Collateralized Mortgage Obligation GNMA_19-26 N/A 38380MS44 2060-11-16 0.65252 N/A 137614336.00 1104912.45 Agency Collateralized Mortgage Obligation GNMA_19-45A N/A 38381TZL2 2049-03-20 0.03 N/A 27295744.00 7703.31 Agency Collateralized Mortgage Obligation GNMA_19-87 N/A 38380NHL6 2061-06-16 0.76915 N/A 100514048.00 1707459.33 Agency Collateralized Mortgage Obligation GNMA_19-97A N/A 38381YHB3 2049-08-20 0.02 N/A 99991552.00 18614.85 Agency Collateralized Mortgage Obligation GNMA_19-99P N/A 38381XVC7 2049-08-20 2.5 N/A 34485504.00 6702081.60 Agency Collateralized Mortgage Obligation GNMA_20-104E N/A 38382HHA1 2046-04-20 0.15 N/A 11690240.00 26076.94 Agency Collateralized Mortgage Obligation GNMA_20-104G N/A 38382HHE3 2043-07-20 0.08865 N/A 11841936.00 13511.65 Agency Collateralized Mortgage Obligation GNMA_20-118 N/A 38380P2F0 2062-06-16 0.88683 N/A 8500000.00 288301.85 Agency Collateralized Mortgage Obligation GNMA_20-134T N/A 38382JEX0 2050-09-20 0 N/A 41515456.00 281264.66 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVG5 2050-10-20 0 N/A 7000000.00 50137.21 Agency Collateralized Mortgage Obligation GNMA_20-148D N/A 38382KYM9 2050-10-20 0 N/A 105656576.00 214474.18 Agency Collateralized Mortgage Obligation GNMA_20-149D N/A 38382KAQ6 2050-10-20 0 N/A 33333312.00 231175.92 Agency Collateralized Mortgage Obligation GNMA_20-155 N/A 38380P8N7 2060-09-16 1.27098 N/A 121710336.00 9119444.37 Agency Collateralized Mortgage Obligation GNMA_20-187K N/A 38382LD65 2050-12-20 0.47451 N/A 24127296.00 109438.55 Agency Collateralized Mortgage Obligation GNMA_20-31B N/A 38382DUG2 2050-03-20 0.1 N/A 14208624.00 19677.95 Agency Collateralized Mortgage Obligation GNMA_20-34G N/A 38382DH51 2050-03-20 0 N/A 169996288.00 133609.59 Agency Collateralized Mortgage Obligation GNMA_20-40 N/A 38380N8S1 2062-01-16 0.87512 N/A 17000000.00 452520.59 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFG7 2049-02-20 0.07252 N/A 247779328.00 218776.51 Agency Collateralized Mortgage Obligation GNMA_20-5L N/A 38382CHN4 2049-01-20 3.5 N/A 1516974.00 500344.20 Agency Collateralized Mortgage Obligation GNMA_20-63J N/A 38382FGE8 2038-04-20 3.5 N/A 22360416.00 94022.00 Agency Collateralized Mortgage Obligation GNMA_20-7B N/A 38382DFB0 2050-01-20 3.5 N/A 317333.00 21835.92 Agency Collateralized Mortgage Obligation GNMA_20-95H N/A 38382GX72 2050-07-20 2.5 N/A 26240672.00 11513517.05 Agency Collateralized Mortgage Obligation GNMA_21-110 N/A 38381DND8 2063-11-16 0.87598 N/A 16300000.00 966244.64 Agency Collateralized Mortgage Obligation GNMA_21-136N N/A 38382W5E3 2051-01-20 2 N/A 9700000.00 5670864.93 Agency Collateralized Mortgage Obligation GNMA_21-139D N/A 38382XGD1 2051-08-20 0 N/A 9000000.00 40856.74 Agency Collateralized Mortgage Obligation GNMA_21-140 N/A 38382XVY8 2051-08-20 2 N/A 6794632.00 3628137.20 Agency Collateralized 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38382QR44 2051-05-20 0 N/A 18870600.00 74701.20 Agency Collateralized Mortgage Obligation GNMA_21-77F N/A 38382QS43 2051-05-20 0 N/A 51310592.00 29374.27 Agency Collateralized Mortgage Obligation GNMA_21-86G N/A 38382QPZ7 2051-05-20 1.25 N/A 12000000.00 4485286.21 Agency Collateralized Mortgage Obligation GNMA_22-103A N/A 38383TDZ3 2052-05-20 0 N/A 53074624.00 232570.84 Agency Collateralized Mortgage Obligation GNMA_22-120D N/A 38383TZR7 2052-07-20 2.43986 N/A 30500000.00 1989073.14 Agency Collateralized Mortgage Obligation GNMA_22-162 N/A 38381HSQ5 2054-04-16 2.5 N/A 5809344.00 4662296.72 Agency Collateralized Mortgage Obligation GNMA_22-180A N/A 38383Y6D9 2052-10-20 4.69014 N/A 30000000.00 14468076.10 Agency Collateralized Mortgage Obligation GNMA_22-213A N/A 38383LD56 2052-01-20 5 N/A 6000000.00 1788375.05 Agency Collateralized Mortgage Obligation GNMA_22-216A N/A 38381HK26 2065-07-16 0.75039 N/A 3066000.00 162896.51 Agency Collateralized Mortgage Obligation GNMA_22-63R N/A 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38382LF97 2050-12-20 3 N/A 27957280.00 3022346.99 Agency Collateralized Mortgage Obligation GNMA_21-156C N/A 38383ANB6 2051-09-20 2.52451 N/A 74307200.00 3902063.30 Agency Collateralized Mortgage Obligation GNMA_21-199G N/A 38383DKX5 2051-11-20 3 N/A 20976000.00 1883382.41 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 4587271.62 Agency Collateralized Mortgage Obligation GNMA_21-228C N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2116334.92 Agency Collateralized Mortgage Obligation GNMA_21-58A N/A 38382REJ3 2051-02-20 3 N/A 66333312.00 4705137.13 Agency Collateralized Mortgage Obligation GNMA_22-136D N/A 38383UPT1 2052-08-20 2.35986 N/A 40000000.00 2544462.74 Agency Collateralized Mortgage Obligation GNMA_22-154C N/A 38383YWN8 2052-09-20 2.30986 N/A 13509072.00 891133.68 Agency Collateralized Mortgage Obligation GNMA_22-60K N/A 38383PBJ9 2051-02-20 3 N/A 45809600.00 5290866.45 Agency Collateralized Mortgage Obligation GNMA_23-57B N/A 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MUFG Securities Americas, Inc. 3.64000000 N/A K5HU16E3LMSVCCJJJ255 BYJ3GBEL6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 229029000.00 164100126.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 42253200.00 41085741.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TU1 2026-06-02 0 N/A 94336400.00 94025089.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 10998200.00 11172170.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 91221000.00 86112961.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 1300000.00 1303959.11 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 390000000.00 390000000.00 0.0020 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.77000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FESB MTG TR 2018-SB56 X1-AR 20380825 FLT N/A 302966AN6 2038-08-25 0.4826 N/A 68497124.00 129114.11 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-RC 20380825 FLT N/A 302966AP1 2038-08-25 0.4516 N/A 76718426.00 360299.33 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-SA 20381125 FLT N/A 302966AQ9 2038-11-25 0.4593 N/A 143846917.00 295033.26 Agency Collateralized Mortgage Obligation FGRA 03451S 02/15/37 N/A 31397TP71 2037-02-15 2.2757 N/A 2000000.00 497.40 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 2.3457 N/A 21428571.00 320918.83 Agency Collateralized 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12/15/43 N/A 3137BFWP2 2043-12-15 0.7317 N/A 22473927.00 52715.69 Agency Collateralized Mortgage Obligation FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0.2457 N/A 26456473.00 62871.33 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0.7457 N/A 4814646.00 30820.22 Agency Collateralized Mortgage Obligation FGRA 4698ES 07/15/47 N/A 3137F1XH6 2047-07-15 0.1957 N/A 50000000.00 217758.69 Agency Collateralized Mortgage Obligation FGRA 4707SB 08/15/47 N/A 3137F2MZ6 2047-08-15 0.1957 N/A 103816691.00 420704.96 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.3957 N/A 21176438.00 325582.23 Agency Collateralized Mortgage Obligation FGRA 4833IM 04/15/44 N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 9756.63 Agency Collateralized Mortgage Obligation FGRA 4935AI 03/15/43 N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 6974.05 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 56478.59 Agency Collateralized Mortgage Obligation FGRA 4935CI 06/15/42 N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 39398.41 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 98866.49 Agency Collateralized Mortgage Obligation FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2491.55 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12328.20 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 15889.55 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 2.5088 N/A 14260417.00 1032553.10 Agency Collateralized Mortgage Obligation FGRA 5444IT 11/15/48 N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 23051.06 Agency Collateralized Mortgage Obligation FGRA 5444SJ 11/15/48 N/A 3137HFDH5 2048-11-15 2.2457 N/A 58554444.00 4259986.68 Agency Collateralized Mortgage Obligation FGRA 5444TI 08/15/44 N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 37465.83 Agency Collateralized Mortgage Obligation FGRA S17020 11/15/52 N/A 31325YYR3 2052-11-15 4.5611 N/A 2624331.00 350575.41 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 289102.20 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 268689.48 Agency Collateralized Mortgage Obligation FGRM 4121MI 10/15/42 N/A 3137AV6J1 2042-10-15 4 N/A 42374111.00 731460.46 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 41231.23 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 23424.27 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 504019.25 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 445696.57 Agency Collateralized Mortgage Obligation FGRM 4533JI 12/15/45 N/A 3137BMFN1 2045-12-15 5 N/A 28061628.00 552864.57 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1927518.13 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 619951.15 Agency Collateralized Mortgage Obligation FGRM 4701EI 04/15/40 N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 526790.52 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 191502.86 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 226000.36 Agency Collateralized Mortgage Obligation FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 225281.08 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3060746.73 Agency Collateralized Mortgage Obligation 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SERIES 5083 BX 20501125 FLT N/A 3137FFNG8 2050-11-25 5.0033 N/A 4100000.00 2491289.23 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-070 X3 20271225 FLT N/A 3137FCJN5 2027-12-25 2.1121 N/A 13000000.00 419293.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-094 A-2 20290625 2.90300 N/A 3137FMTY8 2029-06-25 2.903 N/A 31717000.00 30553764.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0876 N/A 17926832.00 1099483.03 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 2.0402 N/A 34625000.00 2412617.89 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.6996 N/A 65000000.00 3269187.35 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-108 A-2 20300325 1.51700 N/A 3137FTBM8 2030-03-25 1.517 N/A 25500000.00 23120748.71 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 A-2 20300425 1.55800 N/A 3137FTFY8 2030-04-25 1.558 N/A 11275000.00 10199715.16 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.4993 N/A 20000000.00 2398497.40 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 A-2 20300425 1.47700 N/A 3137FTZQ3 2030-04-25 1.477 N/A 15500000.00 13997659.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.4905 N/A 9600000.00 1147581.98 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-111 A-2 20300525 1.35000 N/A 3137FUZC1 2030-05-25 1.35 N/A 27000000.00 24155347.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-112 A-2 20300525 1.31100 N/A 3137FUZV9 2030-05-25 1.311 N/A 19750000.00 17621563.91 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 3.0774 N/A 108643404.00 12167955.21 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-117 A-2 20300825 1.40600 N/A 3137FX3Q9 2030-08-25 1.406 N/A 20890000.00 18582398.91 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-118 A-2 20300925 1.49300 N/A 3137F62M8 2030-09-25 1.493 N/A 15400000.00 13722781.30 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.7202 N/A 9700000.00 993981.16 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-128 X3 20490425 FLT N/A 3137FYUM6 2049-04-25 2.8764 N/A 13400000.00 1548800.66 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.2034 N/A 13487621.00 1868865.39 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 3.048 N/A 20902000.00 2767850.34 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 3.0822 N/A 4493000.00 644762.83 Agency Collateralized Mortgage 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Obligation FHLMC REMIC SERIES K-518 A-2 20290125 FLT N/A 3137HC2L5 2029-01-25 5.4 N/A 7500000.00 7726605.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 3.0547 N/A 9500000.00 552897.21 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.7839 N/A 14432000.00 935504.64 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-756 X3 20570725 FLT N/A 3137HDVD9 2057-07-25 5.8051 N/A 5000000.00 1238726.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F101 AS 20310127 FLT N/A 3137FFNQ6 2031-01-27 3.8522 N/A 30000000.00 8315782.75 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 3.0667 N/A 7733000.00 784345.92 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.7016 N/A 1625000.00 166705.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.4171 N/A 19940000.00 367575.87 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.362 N/A 324636000.00 4165594.38 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.4421 N/A 373283616.00 6973463.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 2.9311 N/A 500000.00 450956.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3453.27 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-2 MA 20571126 3.50000 N/A 35563PFG9 2057-11-26 3.5 N/A 1011000.00 184036.92 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-2 MA 20580826 3.50000 N/A 35563PKG3 2058-08-26 3.5 N/A 610000.00 185872.19 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3915 N/A 4265750.00 235066.12 Agency Collateralized Mortgage Obligation FNMA REMIC SERIES 2022-71 IO 20520525 4.50000 N/A 3136BPFL0 2052-05-25 4.5 N/A 44556370.00 5407335.78 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 956762.37 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.04 N/A 124273360.00 2831722.99 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2014-2 AI 20440225 FLT N/A 3136AJCJ3 2044-02-25 6 N/A 21709187.00 255938.56 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.9808 N/A 6098639.00 681546.72 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.3748 N/A 63668669.00 2756982.78 Agency Collateralized Mortgage Obligation FNRA CL006ST R24F006 N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 62958.81 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Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2603990.78 Agency Collateralized Mortgage Obligation FNST TR0440 C46 RC N/A 31424U8A7 2053-10-01 4 N/A 35945000.00 6467849.28 Agency Collateralized Mortgage Obligation FNST TR0440 C56 RC N/A 31424U8L3 2053-11-01 5.5 N/A 189204201.00 28800273.68 Agency Collateralized Mortgage Obligation FNST TR0440 C59 RC N/A 31424U8P4 2053-11-01 6.5 N/A 49796960.00 5601378.80 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT N/A 35563JAB9 2041-07-25 6.9952 N/A 12250000.00 9892146.59 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.1452 N/A 12000000.00 13179677.16 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.3952 N/A 11000000.00 12445325.89 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-K101 D 20300125 0.00000 N/A 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2053-10-25 0 N/A 95364894.00 59884671.28 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 12.7667 N/A 75910000.00 15290727.45 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF81 C 20270625 FLT N/A 30317LAG3 2027-06-25 12.7667 N/A 67165464.00 14491031.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KX04 B-FL 20300325 FLT N/A 30315WAC0 2030-03-25 8.7667 N/A 19798253.00 5888861.28 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 9.9022 N/A 76047000.00 12526453.74 Agency Collateralized Mortgage Obligation FRESB 2023-SB107 MTG TR X1 20430625 FLT N/A 30332EAF2 2043-06-25 0.3318 N/A 242892125.00 4777853.33 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 5.9558 N/A 44262383.00 19987997.68 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 XI 20390625 FLT N/A 30298DAG4 2039-06-25 2.0683 N/A 155000000.00 1042803.12 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB90 X1 20410625 FLT N/A 30322KAJ2 2041-06-25 0.6572 N/A 145462875.00 2728204.85 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.6588 N/A 72000000.00 1596646.88 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB92 X1 20410825 FLT N/A 30323PAJ0 2041-08-25 0.638 N/A 171423843.00 3649323.27 Agency Collateralized Mortgage Obligation FRESB MTG 2018-SB54 X1 20380825 FLT N/A 30297JAF4 2038-08-25 0 N/A 234440144.00 209392.81 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 B-RC 20371125 FLT N/A 30308AAC7 2037-11-25 11.5805 N/A 5886000.00 1883016.96 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-AR 20371225 FLT N/A 30308AAJ2 2037-12-25 0 N/A 108859383.00 49265.20 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-RC 20371125 FLT N/A 30308AAK9 2037-11-25 0 N/A 66534907.00 56081.83 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB48 X1 20380225 FLT N/A 30296RAR1 2038-02-25 0.3873 N/A 243903642.00 323553.70 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-AR 20380325 FLT N/A 302961AF4 2038-03-25 0.0918 N/A 168448788.00 297220.19 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.6204 N/A 79334227.00 381178.25 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB50 X1 20380525 FLT N/A 30306RAT5 2038-05-25 0 N/A 220277834.00 229190.17 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 B-RC 20380625 FLT N/A 30297CAA0 2038-06-25 11.5805 N/A 33961065.00 15058966.25 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-RC 20380625 FLT N/A 30297CAL6 2038-06-25 0 N/A 148083821.00 226168.42 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 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Collateralized Mortgage Obligation FRESB MTG TR 2020-SB73 X1 20400225 FLT N/A 30314BAK9 2040-02-25 1.3031 N/A 299054265.00 13845447.45 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB75 X1 20400425 FLT N/A 30314WAJ6 2040-04-25 0.5253 N/A 444201323.00 12528191.14 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB76 X1 20400425 FLT N/A 30315EAE6 2040-04-25 0 N/A 50000000.00 677546.01 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB80 X1 20400925 FLT N/A 30316XAK9 2040-09-25 0.2886 N/A 144500000.00 4628130.49 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB85 X-1 20410225 FLT N/A 30321KAJ3 2041-02-25 0.1504 N/A 150000000.00 3644086.91 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 B 20410425 FLT N/A 30320VAF8 2041-04-25 7.5 N/A 42861096.00 28113959.84 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 X1 20410425 FLT N/A 30320VAE1 2041-04-25 0.8271 N/A 209249861.00 4371503.88 Agency Collateralized 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXN2 2054-08-01 6 N/A 400000.00 293697.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYSB0 2051-12-01 2.5 N/A 268442.00 177226.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UCQV6 2056-04-01 6 N/A 1982992.00 2051491.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVXA7 2054-12-01 5.5 N/A 5950000.00 5589090.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U35R8 2041-01-01 4 N/A 500000.00 467014.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BYYL2 2056-04-01 5.5 N/A 1263719.00 1292203.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3P88 2041-04-01 5 N/A 1255601.00 1280961.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUA71 2054-03-01 5 N/A 1503447.00 1261754.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W43C9 2056-01-01 5.5 N/A 52516344.00 52985281.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.5 N/A 1000.00 726.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5VP6 2056-03-01 5 N/A 22598996.00 22520962.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U9L97 2056-04-01 5.5 N/A 5340850.00 5411149.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WG3Q5 2046-05-01 3.5 N/A 1000.00 93.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BYQU1 2040-12-01 5.5 N/A 1551364.00 1516679.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJVE0 2037-03-01 2 N/A 20000.00 11013.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6BD3 2056-04-01 5 N/A 12579566.00 12512400.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DJ91 2033-06-01 5.5 N/A 64999.00 447.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLR91 2047-07-01 3.5 N/A 195000.00 135700.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMW4 2040-07-01 5.5 N/A 1814097.00 1396935.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U87H7 2056-03-01 5 N/A 1255245.00 1248333.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UBX65 2056-04-01 5.5 N/A 1255089.00 1286932.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5VW1 2056-04-01 6 N/A 20568992.00 21273301.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFHE8 2055-07-01 6 N/A 14943315.00 13798700.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9SX2 2048-09-01 4 N/A 5155.00 1611.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTH32 2055-11-01 4.5 N/A 1075827.00 1036819.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8X62 2056-04-01 5.5 N/A 1075146.00 1106139.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEGR3 2055-07-01 6 N/A 2000.00 2034.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVZQ6 2056-01-01 5 N/A 2403441.00 2325983.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7J60 2056-01-01 5.5 N/A 1344712.00 1380752.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHT31 2036-11-01 2 N/A 2812891.00 1677402.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412LAE0 2027-01-01 6 N/A 2969796.00 2457.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FX77 2056-04-01 3 N/A 3000.00 2631.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U8BN9 2056-03-01 4.5 N/A 1017234.00 983385.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XJW8 2033-07-01 5.5 N/A 133000.00 477.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 4000.00 3524.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMBZ3 2044-01-01 6.5 N/A 5090655.00 327596.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYQ7 2055-08-01 6.5 N/A 1230250.00 1320493.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U46S3 2056-02-01 6 N/A 1232018.00 1277296.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGF3 2040-09-01 4 N/A 2700000.00 508181.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZZ8 2036-06-01 1.5 N/A 7419.00 3743.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MLGR5 2055-11-01 5.5 N/A 2199747.00 2227029.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UBYQ0 2056-05-01 5 N/A 5036038.00 5032959.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLKT4 2053-05-01 5.5 N/A 300000.00 219497.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6VQ4 2056-03-01 4.5 N/A 1065735.00 1033777.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UDNL9 2056-05-01 5.5 N/A 8270565.00 8457004.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXZ5 2054-08-01 6 N/A 1118000.00 849436.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5ED2 2056-02-01 6 N/A 11751063.00 12224520.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRV6 2035-08-01 2.5 N/A 3000.00 904.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UDAV1 2056-05-01 5 N/A 1467750.00 1451727.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUZG0 2056-04-01 5 N/A 514858.00 514856.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411JCP9 2038-04-01 7 N/A 3324360.00 357524.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9GM7 2048-02-01 3.5 N/A 17315000.00 2187498.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FFM4 2054-10-01 6 N/A 6000.00 4644.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406VZH2 2035-06-01 6 N/A 4206999.00 34690.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDAV6 2050-03-01 2.5 N/A 1020000.00 274182.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U74B5 2056-04-01 5 N/A 1685626.00 1680398.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPTY5 2038-02-01 2 N/A 605676.00 435513.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLVT2 2051-10-01 2.5 N/A 43272.00 30251.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U4HS1 2056-03-01 5 N/A 29498582.00 28908554.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BU4P4 2055-11-01 6 N/A 2071695.00 2147487.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2BE1 2036-10-01 2 N/A 411071.00 220332.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBCL4 2052-01-01 2 N/A 175000.00 112970.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UDNS4 2056-04-01 6 N/A 3168590.00 3333085.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FVU8 2056-03-01 3.5 N/A 31585.00 28773.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ATCK4 2041-10-01 4 N/A 476979.00 125589.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DP7 2048-01-01 4 N/A 396698.00 76638.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYN6 2036-04-01 2.5 N/A 14000.00 5922.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L5GE0 2051-04-01 2.5 N/A 100000.00 47976.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7YJ5 2056-04-01 5 N/A 1198337.00 1191795.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7SH8 2056-04-01 4.5 N/A 1240985.00 1207246.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3 N/A 4000.00 2492.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7YK2 2056-04-01 5 N/A 1023764.00 1017806.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSB4 2052-07-01 3.5 N/A 16000.00 11160.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UDPU7 2056-05-01 5.5 N/A 2010.00 2028.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6BC5 2056-04-01 5 N/A 3077.00 3064.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U5PV2 2041-02-01 4.5 N/A 1161450.00 1147873.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 7752.00 5709.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JC2S2 2049-10-01 3 N/A 54608.00 48163.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBE9 2037-02-01 2 N/A 1544000.00 855796.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5 N/A 63004.00 50006.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U9FB9 2041-03-01 6 N/A 1000.00 1036.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7YH6 2050-08-01 3 N/A 1450000.00 708332.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJHE6 2037-09-01 4 N/A 16000.00 9096.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH5Y9 2052-07-01 4.5 N/A 1049266.00 761924.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGDV8 2052-02-01 2 N/A 200000.00 122249.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U73H3 2056-04-01 5.5 N/A 1097000.00 1123899.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJVU4 2037-03-01 2 N/A 2545000.00 1531809.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYS3 2038-12-01 6 N/A 113500.00 47178.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5D27 2052-04-01 2.5 N/A 40743704.00 34575617.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U7X80 2056-04-01 4.5 N/A 1524024.00 1470686.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSTF4 2055-11-01 5.5 N/A 552075.00 504726.29 Agency Mortgage-Backed Securities FHLMC_4899C N/A 3137FMS86 2044-09-25 2.34036 N/A 42418596.00 977231.97 Agency Collateralized Mortgage Obligation FHLMC_4908F N/A 3137FNEB2 2049-08-25 2.29036 N/A 60707774.00 1412564.83 Agency Collateralized Mortgage Obligation FHLMC_4950F N/A 3137FRD99 2048-09-25 0.1 N/A 6406947.00 4393.57 Agency Collateralized Mortgage Obligation FHLMC_5098D N/A 3137FYGE0 2051-04-25 0 N/A 52000000.00 5368.73 Agency Collateralized Mortgage Obligation FHLMC_5132A N/A 3137H1TA4 2051-08-25 3 N/A 50000000.00 3837257.90 Agency Collateralized Mortgage Obligation FHLMC_5136 N/A 3137H1QP4 2051-02-25 2.5 N/A 43508000.00 3395004.24 Agency Collateralized Mortgage Obligation FHLMC_5138E N/A 3137H2LN2 2047-09-25 0.05 N/A 13991131.00 15270.03 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3561169.09 Agency Collateralized Mortgage Obligation FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2475400.04 Agency Collateralized Mortgage Obligation FHLMC_5297B N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 972021.16 Agency 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Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDKD1 2054-07-25 3.40484 N/A 87500000.00 4476252.10 Agency Collateralized Mortgage Obligation FHLMC_5489B N/A 3137HHWQ0 2051-03-25 1.25 N/A 19580512.00 12225395.62 Agency Collateralized Mortgage Obligation FHLMC_5504B N/A 3137HJE78 2055-02-25 0.13 N/A 30000000.00 48838.52 Agency Collateralized Mortgage Obligation FHLMC_5504E N/A 3137HJTU1 2054-02-25 2.75484 N/A 109076657.00 4255707.63 Agency Collateralized Mortgage Obligation FHLMC_5551A N/A 3137HLUE0 2055-06-25 2.80484 N/A 50000000.00 3620626.25 Agency Collateralized Mortgage Obligation FHLMC_5581A N/A 3137HMT59 2054-04-25 0.1 N/A 35896991.00 50130.78 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAS7 2055-10-25 0 N/A 23333334.00 15297188.37 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAX6 2055-10-25 2.40484 N/A 60000000.00 3906337.26 Agency Collateralized Mortgage Obligation FHLMC_5602B N/A 3137HNQB7 2052-11-25 6 N/A 9753624.00 1813398.41 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549300M8ZYFG0OCMTT87 36179MC24 2042-05-20 4 N/A 1001000.00 52049.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UCA8 2048-09-20 3.5 N/A 1000.00 103.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36176WKW0 2032-05-20 4 N/A 1032884.00 127370.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179U6Y3 2049-11-20 5 N/A 4690848.00 598370.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NF86 2043-06-20 4 N/A 285000.00 27499.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WCU0 2036-04-20 2 N/A 162147.00 64198.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RBX6 2045-04-20 3.5 N/A 1395000.00 96726.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VKS8 2050-04-20 6 N/A 1000.00 218.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TJZ9 2047-10-20 4.5 N/A 1000.00 82.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SNX1 2046-10-20 4.5 N/A 643120.00 62323.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VHML5 2056-04-20 6 N/A 1000.00 1051.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36178NG29 2042-09-20 4 N/A 1000.00 176.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 14010447.00 9587439.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TX26 2048-05-20 6.5 N/A 303000.00 41710.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VHF0 2050-03-20 2.5 N/A 1000.00 82.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NVS4 2043-12-20 5.5 N/A 3545921.00 169011.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3620AP7J8 2038-01-20 6 N/A 1000.00 30.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NF78 2043-06-20 3.5 N/A 286000.00 27611.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UAB8 2048-08-20 6 N/A 336000.00 43631.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.5 N/A 1000.00 31.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UZH8 2049-09-20 3 N/A 1000.00 59.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TC37 2047-07-20 5.5 N/A 390000.00 29860.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3620A2QF6 2039-05-20 4.5 N/A 1000.00 106.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NSN9 2028-11-20 3.5 N/A 1001.00 19.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.5 N/A 1000.00 696.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VJP6 2035-04-20 2 N/A 643081.00 188006.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.5 N/A 51526656.00 3190663.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618V9BS0 2056-03-20 6 N/A 1000.00 1044.49 Agency Mortgage-Backed Securities 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UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 72741480.00 69223163.43 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 550000000.00 550000000.00 0.0029 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.64000000 N/A VYVVCKR63DVZZN70PB21 BYJ3GBF68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 105633000.00 102000057.61 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 100000000.00 100000000.00 0.0005 N Y Y N BlackRock Liquidity Funds 2026-05-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer